sgedSlider {fGarch} | R Documentation |
Skew GED distribution slider
Description
Displays interactively the dependence of the skew GED distribution on its parameters.
Usage
sgedSlider(type = c("dist", "rand"))
Arguments
type |
a character string denoting which interactive plot should be
displayed. Either a distribution plot |
Value
a Tcl object
Author(s)
Diethelm Wuertz for the Rmetrics R-port
References
Nelson D.B. (1991); Conditional Heteroscedasticity in Asset Returns: A New Approach, Econometrica, 59, 347–370.
Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.
See Also
Examples
## Not run:
## sgedSlider -
require(tcltk)
sgedSlider("dist")
sgedSlider("rand")
## End(Not run)
[Package fGarch version 4033.92 Index]