Displays interactively the dependence of the skew GED distribution
on its parameters.
Usage
sgedSlider(type = c("dist", "rand"))
Value
a Tcl object
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".
Author
Diethelm Wuertz for the Rmetrics R-port
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.