ACDspec-class: class: ACD Specification Class

In racd: Autoregressive Conditional Density Models

Description

Class for the ACD specification.

Slots

model:

Object of class "vector" The model specification common to all objects.

Methods

show

signature(object = "ACDspec"): Specification summary.

setfixed<-

signature(object = "ACDspec", value = "vector"): Sets the fixed parameters (which must be supplied as a named list).

setstart<-

signature(object = "ACDspec", value = "vector"): Sets the starting parameters (which must be supplied as a named list).

setbounds<-

signature(object = "ACDspec", value = "vector"): Sets the parameters lower and upper bounds, which must be supplied as a named list with each parameter being a numeric vector of length 2 i.e. "alpha1"=c(0,1)). If the vector is of length 1, then this is assumed to be the lower bound, and the upper bound will be set to its default value prior to estimation. Setting the upper and lower bounds on the shape or skew parameter, when these are time varying enables to set the bounds on the transformed higher moment dynamics.

Author(s)

Alexios Ghalanos

See Also

Classes ACDfit, ACDsim and ACDforecast.

racd documentation built on May 2, 2019, 4:47 p.m.