SPD-class {spd}

Class: Semi-Parametric Distribution

Description

Virtual Class for holding the tail fit and kernel interior objects.

Methods

dspd

signature(x = "numeric", fit = "SPD", linear = "logical"): density function

pspd

signature(q = "numeric", fit = "SPD", linear = "logical"): distribution function

qspd

signature(p = "numeric", fit = "SPD", linear = "logical"): quantile function

rspd

signature(n = "numeric", fit = "SPD", linear = "logical"): random number generation function

show

signature(object = "SPD"): show method

Objects from the Class

A virtual Class: No objects may be created from it.

Author(s)

Alexios Ghalanos

References

Carmona, R. and J. Morrisson (2001). Heavy Tails and Copulas with Evanesce, ORFE Tech. Report, Princeton University
Carmona, R. (2001). Statistical Analysis of Financial Data, with an implementation in Splus

Examples

showClass("SPD")