MixedTS.qmle-class {MixedTS}

MixedTS.qmle: a class for Maximum Likelihood of Mixed Tempered Stable

Description

This class is constructed by function MixedTS.qmle. It is a subclass for the MixedTS-class

Objects from the Class

Objects can be created by function MixedTS.qmle.

Slots

time:

Object of class "numeric". Computational Time.

coef:

Object of class "numeric". Estimated parameters.

vcov:

Object of class "matrix". Approximate variance-covariance matrix.

min:

Object of class "numeric". Minimum value of objective function.

details:

Object of class "list". A list as returned from constrOptim

nobs:

Object of class "integer". Number of observation.

method:

Object of class "character". The optimization method used.

Data:

Object of class "numeric". See MixedTS-class.

dens:

Object of class "numeric". See MixedTS-class.

prob:

Object of class "numeric". See MixedTS-class.

xMixedTS:

Object of class "numeric" . See MixedTS-class.

quantile:

Object of class "logical". See MixedTS-class.

mu0:

Object of class "numeric". See MixedTS-class.

mu:

Object of class "numeric". See MixedTS-class.

sigma:

Object of class "numeric". See MixedTS-class.

a:

Object of class "vector". See MixedTS-class.

alpha:

Object of class "numeric". See MixedTS-class.

lambda_p:

Object of class "numeric". See MixedTS-class.

lambda_m:

Object of class "numeric". See MixedTS-class.

Mixing:

Object of class "character". See MixedTS-class.

paramMixing:

Object of class "list" . See MixedTS-class.

MixingLogMGF:

Object of class "OptionalFunction". See MixedTS-class.

Extends

Class "MixedTS", directly. Class "param.MixedTS", by class "MixedTS", distance 2.

Methods

summary

signature(.Object = "MixedTS.qmle")

coef

signature(.Object = "MixedTS.qmle")

vcov

signature(.Object = "MixedTS.qmle")

logLik

signature(.Object = "MixedTS.qmle")

BIC

signature(.Object = "MixedTS.qmle")

AIC

signature(.Object = "MixedTS.qmle")