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 |