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