estfun.tsdistribution.estimate

estfun

Location-Scale based distributions parameterized in terms of mean, standard deviation, skew and shape parameters and estimation using automatic differentiation. Distributions include the Normal, Student and GED as well as their skewed variants ('Fernandez and Steel'), the 'Johnson SU', and the Generalized Hyperbolic. Also included is the semi-parametric piece wise distribution ('spd') with Pareto tails and kernel interior.

Alexios Ghalanos

tsdistributions

Location Scale Standardized Distributions

Alexios Galanos

estfun.tsdistribution.estimate function

<dl><dt>x</dt>
<dd>an object of class &#8220;tsdistribution.estimate&#8221;.</dd>
<dt>...</dt>
<dd>not currently used.</dd></dl>

Arguments

Author

Score Method — estfun.tsdistribution.estimate

<dl>

<dt>x</dt>
<dd>an object of class &#8220;tsdistribution.estimate&#8221;.</dd>


<dt>...</dt>
<dd>not currently used.</dd>

</dl>

estfun.tsdistribution.estimate: Score Method

Description

Usage

Value

Arguments

Author

Details