Model Validation using Quantile Spectral Analysis and Parametric Bootstrap

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Documentation for package ‘QPBoot’ version 0.2

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QPBoot-package Quantile Spectral Analysis for Parametric Bootstrap
alphaq Returns a function to retrieve the alpha-quantile from a vector.
AR Predefined Time-Series Models
arg.names Returns the argument names of a function.
ARMA Predefined Time-Series Models
ARMA_GARCH Predefined Time-Series Models
compare.arg.names Compare arguments with character vector
computeCIs Pointwise Confidence Intervalls
computeCIs-method Pointwise Confidence Intervalls
computeCIs-QPBoot Pointwise Confidence Intervalls
dax DAX: Deutscher Aktien Index 2000-2010
EGARCH Predefined Time-Series Models
Estimate Generic functions for accessing attributes of objects These generic functions are needed to access or set the objects' attributes.
Estimate-method Estimates the parameter of a tsModel-class
Estimate-tsModel Estimates the parameter of a tsModel-class
fGARCH Predefined Time-Series Models
GARCH Predefined Time-Series Models
generics-accessors Generic functions for accessing attributes of objects These generic functions are needed to access or set the objects' attributes.
getAR Predefined Time-Series Models
getARCH Predefined Time-Series Models
getARMA Predefined Time-Series Models
getARMA_GARCH Predefined Time-Series Models
getEGARCH Predefined Time-Series Models
getGARCH Predefined Time-Series Models
getMA Predefined Time-Series Models
getNoise Predefined Time-Series Models
MA Predefined Time-Series Models
Models Predefined Time-Series Models
Noise Predefined Time-Series Models
plot-method Plot the values of a 'QPBoot'.
plot-QPBoot Plot the values of a 'QPBoot'.
QPBoot Quantile Spectral Analysis for Parametric Bootstrap
qpBoot qpBoot
QPBoot-class Class for a Parametric Bootstrap based on Quantile Spectral Analysis
QPBoot-constructor qpBoot
setEstimate Generic functions for accessing attributes of objects These generic functions are needed to access or set the objects' attributes.
setEstimate-method Sets the estimation Method of a tsModel-class
setEstimate-tsModel Sets the estimation Method of a tsModel-class
setParameter Generic functions for accessing attributes of objects These generic functions are needed to access or set the objects' attributes.
setParameter-method Sets the Parameter of a tsModel-class manually
setParameter-tsModel Sets the Parameter of a tsModel-class manually
setSimulate Generic functions for accessing attributes of objects These generic functions are needed to access or set the objects' attributes.
setSimulate-method Sets the simulation Method of a tsModel-class
setSimulate-tsModel Sets the simulation Method of a tsModel-class
Simulate Generic functions for accessing attributes of objects These generic functions are needed to access or set the objects' attributes.
Simulate-method Simulates from a tsModel-class
Simulate-tsModel Simulates from a tsModel-class
tsModel Class for a Parametric Time-Series Model
tsModel-class Class for a Parametric Time-Series Model