Goinit-class {gogarch}R Documentation

Class "Goinit": Initialisation of GO-GARCH models

Description

This class defines the required slots for estimating GO-GARCH models.

Objects from the Class

Objects can be created by calls of the form new("Goinit", ...), or more conveniently by goinit().

Slots

X:
Object of class "matrix": The data matrix.
V:
Object of class "matrix": Covariance matrix of X.
P:
Object of class "matrix": Left singular values of Var/Cov matrix of X.
Dsqr:
Object of class "matrix": Square roots of eigenvalues on diagonal, else zero.
garchf:
Object of class "formula": Garch formula used for uncorrelated component GARCH models.
name:
Object of class "character": The name of the original data object.

Methods

show
Prints the slots, whereby for X only the head is displayed.

Author(s)

Bernhard Pfaff

See Also

garchFit, goinit

Examples

showClass("Goinit")

[Package gogarch version 0.6-8 Index]