qnig

Quantile for NIG and GH distributions in alpha, beta,
delta, mu and lambda parametrizations.

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Alexios Ghalanos

rugarch

Univariate GARCH Models

Alexios Galanos

Tobias Kley

qnig function

<dl><dt>p</dt>
<dd>Probabilities</dd><dt>alpha</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd><dt>beta</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd><dt>delta</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd><dt>mu</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd><dt>lambda</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd></dl>

Arguments

Author

Functions exported for use in rmgarch — qnig

<dl>

<dt>p</dt>
<dd>Probabilities</dd>

<dt>alpha</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd>

<dt>beta</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd>

<dt>delta</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd>

<dt>mu</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd>

<dt>lambda</dt>
<dd>parameter in alpha, beta, delta, mu, lambda parametrization
of the gh distribution.</dd>

</dl>

qnig: Functions exported for use in rmgarch

Description

Usage

Value

Arguments

Author

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