DistInfo

DistLabels

DistName

DistType

DistParameters

DistScalingType

NumberParameters

Print the information regarding distributions supported in the GAS package.

Simulate, estimate and forecast using univariate and multivariate GAS models
as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.

Leopoldo Catania

Generalized Autoregressive Score Models

David Ardia

Kris Boudt

DistInfo function

<dl><dt>DistLabel</dt>
<dd><code>character</code> indicating the label of the conditional distribution. if <code>DistLabel = NULL</code> all the
supported distributions are printed. Default <code>DistLabel = NULL</code></dd>
</dl>
. Run <code>DistLabels()</code> to see
the labels of the currently implemented distributions.

<dl><dt>N</dt>
<dd><code>numeric</code> Indicating the number of asset if <code>DistLabel</code> link to a multivariate distribution. Default <code>N = 2</code>.</dd></dl>

<dl><dt>FULL</dt>
<dd><code>logical</code> If <code>TRUE</code> the function prints all the the information. Default <code>FULL = TRUE</code></dd></dl>

Arguments

Author

Information for the supported distributions — DistInfo

<dl>

<dt>DistLabel</dt>
<dd><code>character</code> indicating the label of the conditional distribution. if <code>DistLabel = NULL</code> all the
supported distributions are printed. Default <code>DistLabel = NULL</code></dd>
</dl>
. Run <code>DistLabels()</code> to see
the labels of the currently implemented distributions.

<dl>

<dt>N</dt>
<dd><code>numeric</code> Indicating the number of asset if <code>DistLabel</code> link to a multivariate distribution. Default <code>N = 2</code>.</dd>

</dl>

<dl>

<dt>FULL</dt>
<dd><code>logical</code> If <code>TRUE</code> the function prints all the the information. Default <code>FULL = TRUE</code></dd>

</dl>

Information for the supported distributions

DistInfo: Information for the supported distributions

Description

Usage

Arguments

Author

Details

Examples