uGASSpec-class function

Class for the univariate GAS model specification

Class for the univariate 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 about the univariate GAS specification:

    * `Dist`: `character` containing the conditional distribution assumption.
    * `ScalingType`: `character` indicating the scaling mechanism for the conditional score.
    * `iK`: `numeric` representing the number of (possibly) time-varying parameters implied by the distributional assumption.
    * `GASPar` `list` with elements: `location`, `scale`, `skewness`, `shape`, `shape2`.
  

Methods

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

Author(s)

Leopoldo Catania