dist-gedSlider function

Generalized error distribution slider

Generalized error distribution slider

Displays interactively the dependence of the GED distribution on its parameters.

gedSlider(type = c("dist", "rand"))

Arguments

  • type: a character string denoting which interactive plot should be displayed. Either a distribution plot type = "dist", the default value, or a random variates plot, type = "rand".

Returns

a Tcl object

References

Nelson D.B. (1991); Conditional Heteroscedasticity in Asset Returns: A New Approach, Econometrica, 59, 347--370.

Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.

Author(s)

Diethelm Wuertz for the Rmetrics -port

See Also

ged, gedFit

Examples

## Not run: ## gedSlider - require(tcltk) gedSlider("dist") gedSlider("rand") ## End(Not run)