tsmoments.tsdistribution.estimate

tsmoments

Extract the moments of an estimated distribution

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

tsmoments.tsdistribution.estimate function

<dl><dt>object</dt>
<dd>an object of class tsdistribution.estimate.</dd>
<dt>...</dt>
<dd>other arguments.</dd></dl>

Arguments

Extract the moments of an estimated distribution — tsmoments.tsdistribution.estimate

<dl>

<dt>object</dt>
<dd>an object of class tsdistribution.estimate.</dd>


<dt>...</dt>
<dd>other arguments.</dd>

</dl>

tsmoments.tsdistribution.estimate: Extract the moments of an estimated distribution

Description

Usage

Value

Arguments