gLog.ep: Adjust for zero values and compute log(abs(e)^p)
Description
Adjusts a series called e - typically a series of residuals or
financial returns - for zero values, so that the logarithm can be
applied on the absolute pth. exponentiated values. Next,
log(abs(e)^p) is computed
numeric value between 0 and 1 (the quantile adjustment for zero values).
The default 0.1 means zeros are replaced by the 10 percent quantile
of abs(e) before taking the logarithm
p
numeric value greater than zero. The power of the log-volatility specification
na.replace
the value to replace NA values with. Default: na.replace=NA