Goinit-class {gogarch} | R Documentation |
This class defines the required slots for estimating GO-GARCH models.
Objects can be created by calls of the form new("Goinit", ...)
,
or more conveniently by goinit()
.
X
:"matrix"
: The data matrix.V
:"matrix"
: Covariance matrix
of X
.P
:"matrix"
: Left singular
values of Var/Cov matrix of X
.Dsqr
:"matrix"
: Square roots of
eigenvalues on diagonal, else zero.garchf
:"formula"
: Garch
formula used for uncorrelated component GARCH models.name
:"character"
: The name of
the original data object.X
only the head is
displayed.Bernhard Pfaff
showClass("Goinit")