spd_modelspec function

Specification of a semi-parametric distribution model

spd_modelspec(
  y,
  lower = 0.1,
  upper = 0.9,
  kernel_type = c("normal", "box", "epanech", "biweight", "triweight"),
  ...
)

Arguments

• y: a numeric vector

• lower: the probability for the lower GPD tail.

• upper: the probability for the upper GPD tail.

• kernel_type: the choice of the kernel to use from the bkde

  function.

• ...: not currently used

Returns

An object of class tsdistribution.spd_spec .

Examples

spec <- spd_modelspec(rnorm(1000))