spd_modelspec {tsdistributions}

Specification of a semi-parametric distribution model

Description

Specification of a semi-parametric distribution model

Usage

spd_modelspec(
  y,
  lower = 0.1,
  upper = 0.9,
  kernel_type = c("normal", "box", "epanech", "biweight", "triweight"),
  ...
)

Arguments

y

a numeric vector

lower

the probability for the lower GPD tail.

upper

the probability for the upper GPD tail.

kernel_type

the choice of the kernel to use from the bkde function.

...

not currently used

Value

An object of class “tsdistribution.spd_spec”.

Examples

spec <- spd_modelspec(rnorm(1000))