uGASSpec {GAS} | R Documentation |
Class for the univariate GAS model specification
Description
Class for the univariate GAS model specification.
Objects from the Class
A virtual Class: No objects may be created from it.
Slots
Spec
:Object of class
list
. Contains information about the univariate GAS specification:-
Dist
:character
containing the conditional distribution assumption. -
ScalingType
:character
indicating the scaling mechanism for the conditional score. -
iK
:numeric
representing the number of (possibly) time-varying parameters implied by the distributional assumption. -
GASPar
list
with elements:location
,scale
,skewness
,shape
,shape2
.
-
Methods
-
show
signature(object = 'uGASSpec')
: Show summary.
Author(s)
Leopoldo Catania
[Package GAS version 0.3.4 Index]