Description Slots Extends Methods Author(s)
Class for the ACD simulation.
simulation
:Object of class "vector"
The simulation.
model
:Object of class "vector"
The model.
seed
:Object of class "integer"
The random seeds.
Class "rACD"
, directly.
signature(object = "ACDsim")
:
Extracts the conditional sigma simulated values as a matrix of size n.sim x m.sim.
signature(object = "ACDsim")
:
Extracts the conditional mean simulated values as a matrix of size n.sim x m.sim.
signature(object = "ACDsim")
: Calculates and
Returns the conditional excess simulated Kurtosis values as a matrix of
size n.sim x m.sim
signature(object = "ACDsim")
: Extracts the conditional
shape simulated values as a matrix of size n.sim x m.sim. Takes optional
argument ‘transform’ (default TRUE) denoting whether to transform the
value to the distribution domain bounds.
signature(object = "ACDsim")
: Extracts the conditional
skew simulated values as a matrix of size n.sim x m.sim. Takes optional
argument ‘transform’ (default TRUE) denoting whether to transform the
value to the distribution domain bounds.
signature(object = "ACDsim")
:
Returns the conditional simulated Skewness values as a matrix of
size n.sim x m.sim
Alexios Ghalanos
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