R Graphical Manual

Last data update: 2014.03.03

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R Release (3.2.3)
CranContrib
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Results 1 - 10 of 22 found.
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Goestica-class (Package: gogarch) : Class "Goestica": GO-GARCH models estimated by fast ICA

This class contains the GoGARCH class and has the mixing matrix A as additional slot.

● Data Source: CranContrib
● Keywords: classes
● Alias: Goestica-class, ccor,Goestica-method, ccov,Goestica-method, coef,Goestica-method, converged,Goestica-method, cvar,Goestica-method, formula,Goestica-method, goest,Goestica-method, plot,Goestica,missing-method, predict,Goestica-method, resid,Goestica-method, residuals,Goestica-method, show,Goestica-method, summary,Goestica-method, update,Goestica-method
● 0 images

gogarch (Package: gogarch) :

This function steers the specification and estimation of GO-GARCH models.

● Data Source: CranContrib
● Keywords: models
● Alias: gogarch
● 0 images

Orthom-class (Package: gogarch) : Class "Orthom": Orthogonal matrices

This class defines an orthogonal matrix, which is characterized by det(M) = 1 and M M' = I.

● Data Source: CranContrib
● Keywords: algebra, classes
● Alias: M, M,Orthom-method, Orthom-class, print,Orthom-method, show,Orthom-method, t,Orthom-method
● 0 images

validGoinitObject (Package: gogarch) :

This function validates objects of class Goinit.

● Data Source: CranContrib
● Keywords: utilities
● Alias: validGoinitObject
● 0 images

validOrthomObject (Package: gogarch) :

This function validates objects of class Orthom.

● Data Source: CranContrib
● Keywords: utilities
● Alias: validOrthomObject
● 0 images

Goestmm-class (Package: gogarch) : Class "Goestmm": Go-GARCH models estimated by Methods of Moments

This class contains the GoGARCH class and has the weights vector and the matched orthogonal matrices U as additional slots.

● Data Source: CranContrib
● Keywords: classes
● Alias: Goestmm-class, ccor,Goestmm-method, ccov,Goestmm-method, coef,Goestmm-method, converged,Goestmm-method, cvar,Goestmm-method, formula,Goestmm-method, goest,Goestmm-method, plot,Goestmm,missing-method, predict,Goestmm-method, resid,Goestmm-method, residuals,Goestmm-method, show,Goestmm-method, summary,Goestmm-method, update,Goestmm-method
● 0 images

Goinit-class (Package: gogarch) : Class "Goinit": Initialisation of GO-GARCH models

This class defines the required slots for estimating GO-GARCH models.

● Data Source: CranContrib
● Keywords: classes
● Alias: Goinit-class, show,Goinit-method
● 0 images

goest-methods (Package: gogarch) : Methods for Function goest

These are methods for estimating GO-GARCH models. Currently only a method for estimating GO-GARCH models by Maximum-Likelihood is implemented.

● Data Source: CranContrib
● Keywords: methods
● Alias: goest-methods
● 0 images

Umatch (Package: gogarch) :

This function matches an orthogonal matrix to the importance of the columns of the matrix to which it should be matched.

● Data Source: CranContrib
● Keywords: models
● Alias: Umatch
● 0 images

goinit (Package: gogarch) :

This function can be utilized to create objects of class Goinit. These objects are the starting point for estimating GO-GARCH models.

● Data Source: CranContrib
● Keywords: models
● Alias: goinit
● 0 images