Location Scale Standardized Distributions


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Documentation for package ‘tsdistributions’ version 1.0.1

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AIC Akaike's An Information Criterion
AIC.tsdistribution.estimate Akaike's An Information Criterion
AIC.tsdistribution.spdestimate Akaike's An Information Criterion
authorized_domain Distribution Authorized Domain
BIC Bayesian Information Criterion
BIC.tsdistribution.estimate Bayesian Information Criterion
BIC.tsdistribution.spdestimate Bayesian Information Criterion
bread Bread Method
bread.tsdistribution.estimate Bread Method
bread.tsdistribution.spdestimate Bread Method
coef Extract Model Coefficients
coef.tsdistribution.estimate Extract Model Coefficients
coef.tsdistribution.spdestimate Extract Model Coefficients
ddist Distributions pqdr wrapper
dged Generalized Error Distribution
dgh Generalized Hyperbolic Distribution
dghst Generalized Hyperbolic Skewed Student Distribution
distribution_bounds Distribution Bounds
distribution_modelspec Specification of distribution model
djsu Johnson's SU Distribution
dkurtosis Distribution skewness and kurtosis
dnig Normal Inverse Gaussian Distribution
dsged Skewed Generalized Error Distribution of Fernandez and Steel
dskewness Distribution skewness and kurtosis
dsnorm Skewed Normal Distribution of Fernandez and Steel
dspd Semi-Parametric Distribution
dsstd Skewed Student Distribution of Fernandez and Steel
dstd Student Distribution
estfun Score Method
estfun.tsdistribution.estimate Score Method
estimate Estimates the parameters of a distribution using autodiff.
estimate.tsdistribution.spdspec Estimates the parameters of a semi-parametric distribution.
estimate.tsdistribution.spec Estimates the parameters of a distribution using autodiff.
ghyptransform Parameter Transformation
logLik Extract Log-Likelihood
logLik.tsdistribution.estimate Extract Log-Likelihood
logLik.tsdistribution.spdestimate Extract Log-Likelihood
nigtransform Parameter Transformation
pdist Distributions pqdr wrapper
pged Generalized Error Distribution
pgh Generalized Hyperbolic Distribution
pghst Generalized Hyperbolic Skewed Student Distribution
pjsu Johnson's SU Distribution
pnig Normal Inverse Gaussian Distribution
print.summary.spd Model Estimation Summary Print method
print.summary.tsdistribution Model Estimation Summary Print method
print.summary.tsdistribution.profile Profile Summary Print method
psged Skewed Generalized Error Distribution of Fernandez and Steel
psnorm Skewed Normal Distribution of Fernandez and Steel
pspd Semi-Parametric Distribution
psstd Skewed Student Distribution of Fernandez and Steel
pstd Student Distribution
qdist Distributions pqdr wrapper
qged Generalized Error Distribution
qgh Generalized Hyperbolic Distribution
qghst Generalized Hyperbolic Skewed Student Distribution
qjsu Johnson's SU Distribution
qnig Normal Inverse Gaussian Distribution
qsged Skewed Generalized Error Distribution of Fernandez and Steel
qsnorm Skewed Normal Distribution of Fernandez and Steel
qspd Semi-Parametric Distribution
qsstd Skewed Student Distribution of Fernandez and Steel
qstd Student Distribution
rdist Distributions pqdr wrapper
rged Generalized Error Distribution
rgh Generalized Hyperbolic Distribution
rghst Generalized Hyperbolic Skewed Student Distribution
rjsu Johnson's SU Distribution
rnig Normal Inverse Gaussian Distribution
rsged Skewed Generalized Error Distribution of Fernandez and Steel
rsnorm Skewed Normal Distribution of Fernandez and Steel
rspd Semi-Parametric Distribution
rsstd Skewed Student Distribution of Fernandez and Steel
rstd Student Distribution
spd_modelspec Specification of a semi-parametric distribution model
summary Summary of estimated distribution
summary.tsdistribution.estimate Summary of estimated distribution
summary.tsdistribution.profile Distribution Profile Summary
summary.tsdistribution.spdestimate Summary of estimated SPD distribution
tsmoments Extract the moments of an estimated distribution
tsmoments.tsdistribution.estimate Extract the moments of an estimated distribution
tsprofile Model Parameter Profiling
tsprofile.tsdistribution.spec Model Parameter Profiling
vcov The Covariance Matrix of the Estimated Parameters
vcov.tsdistribution.estimate The Covariance Matrix of the Estimated Parameters
vcov.tsdistribution.spdestimate The Covariance Matrix of the Estimated Parameters