fDISTFIT-class

show,fDISTFIT-method

S4 class representing fitted distributions.

classes

Provides a collection of functions to
explore and to investigate basic properties of financial returns
and related quantities.
The covered fields include techniques of explorative data analysis
and the investigation of distributional properties, including
parameter estimation and hypothesis testing. Even more there are
several utility functions for data handling and management.

Georgi Boshnakov

fBasics

Rmetrics - Markets and Basic Statistics

Diethelm Wuertz

Tobias Setz

Yohan Chalabi

Martin Maechler

CRAN Team 

fDISTFIT-class function

Objects can be created by calls of the form <code>new("fDISTFIT", ...)</code>
 but are typically created by functions fitting distributions.

Objects from the Class

<dl>
 <dt><code>call</code>:</dt>
<dd>Object of class <code>"call"</code> ~~</dd> <dt><code>model</code>:</dt>
<dd>Object of class <code>"character"</code> ~~</dd> <dt><code>data</code>:</dt>
<dd>Object of class <code>"data.frame"</code> ~~</dd> <dt><code>fit</code>:</dt>
<dd>Object of class <code>"list"</code> ~~</dd> <dt><code>title</code>:</dt>
<dd>Object of class <code>"character"</code> ~~</dd> <dt><code>description</code>:</dt>
<dd>Object of class <code>"character"</code> ~~</dd> 
</dl>Slot <code>fit</code> is a list with components:
<dl> <dt>estimate</dt>
<dd>the point at which the maximum value of the log liklihood 
 function is obtained.</dd> <dt>minimum</dt>
<dd>the value of the estimated maximum, i.e. the value of the
 log liklihood function.</dd> <dt>code</dt>
<dd>an integer indicating why the optimization process terminated.</dd> <dt>gradient</dt>
<dd>the gradient at the estimated maximum.</dd>
 
</dl>The above description of slot <code>fit</code> is taken from the
 documentation for <code>tFit</code>, <code>nFit</code> and
 <code>stableFit</code>. TODO: needs checking and also is it the same for
 other distribution fitting functions.

Slots

<dl>
 <dt>show</dt>
<dd><code>signature(object = "fDISTFIT")</code>: ...</dd> 
</dl>

Methods

S4 class representing fitted distributions.

Class "fDISTFIT" — fDISTFIT-class

<dl>
 <dt><code>call</code>:</dt>
<dd>Object of class <code>"call"</code> ~~</dd>

 <dt><code>model</code>:</dt>
<dd>Object of class <code>"character"</code> ~~</dd>

 <dt><code>data</code>:</dt>
<dd>Object of class <code>"data.frame"</code> ~~</dd>

 <dt><code>fit</code>:</dt>
<dd>Object of class <code>"list"</code> ~~</dd>

 <dt><code>title</code>:</dt>
<dd>Object of class <code>"character"</code> ~~</dd>

 <dt><code>description</code>:</dt>
<dd>Object of class <code>"character"</code> ~~</dd>

 
</dl>

Slot <code>fit</code> is a list with components:
<dl>

 <dt>estimate</dt>
<dd>the point at which the maximum value of the log liklihood 
 function is obtained.</dd>

 <dt>minimum</dt>
<dd>the value of the estimated maximum, i.e. the value of the
 log liklihood function.</dd>

 <dt>code</dt>
<dd>an integer indicating why the optimization process terminated.</dd>

 <dt>gradient</dt>
<dd>the gradient at the estimated maximum.</dd>


 
</dl>

The above description of slot <code>fit</code> is taken from the
 documentation for <code>tFit</code>, <code>nFit</code> and
 <code>stableFit</code>. TODO: needs checking and also is it the same for
 other distribution fitting functions.

<dl>
 <dt>show</dt>
<dd><code>signature(object = "fDISTFIT")</code>: ...</dd>

 
</dl>

fDISTFIT-class: Class `"fDISTFIT"`

Description

Arguments

Objects from the Class

Slots

Methods

Examples