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fGarch

dist-sgedSlider

Skew GED Distribution Slider

Description

Displays interactively the dependence of the skew GED distribution on its parameters.

Usage

sgedSlider(type = c("dist", "rand"))

Arguments

type

a character string denoting which interactive plot should be displayed. Either a distribution plot type="dist", the default value, or a random variates plot, type="rand".

Value

a Tcl object.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

References

Nelson D.B. (1991); Conditional Heteroscedasticity in Asset Returns: A New Approach, Econometrica, 59, 347–370.

Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.

Examples

## Not run:   
## sgedSlider -
   require(tcltk)
   sgedSlider("dist")
   sgedSlider("rand")

## End(Not run)
fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

v3042.83.2
GPL (>= 2)
Authors
Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb]
Initial release
2017-11-12

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