mGASSpec-class function

Class for the Multivariate GAS model specification

Class for the Multivariate GAS model specification. 0.1

class

Objects from the Class

A virtual Class: No objects may be created from it.

Slots

• Spec:: Object of class list. Contains information abount the multivariate GAS specification:

    * `Dist`: `character` Containing the conditional distribution assumption.
    * `ScalingType`: `character` indicating the scaling mechanism for the conditional score.
    * `GASPar`: `list` with elements: location, scale, correlation, shape.
    * `ScalarParameters`: `logical` indicates if the parameters of the locations, scales and correlations dynamic have to be scalars or a diagonal matrices.
  

Methods

• show signature(object = 'mGASSpec'): Show summary.

Author(s)

Leopoldo Catania