Autoregressive Conditional Density Models


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Documentation for package ‘racd’ version 1.0-5

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A C D E F G I K L M P Q R S

racd-package The racd package

-- A --

acdfilter ACD Model Estimation
ACDfilter-class class: ACD Filter Class
acdfilter-method ACD Model Estimation
acdfilter-methods ACD Model Estimation
acdfit ACD Model Estimation
ACDfit-class class: ACD Fit Class
acdfit-method ACD Model Estimation
acdfit-methods ACD Model Estimation
acdforecast ACD Model Forecast
ACDforecast-class class: ACD Forecast Class
acdforecast-method ACD Model Forecast
acdforecast-methods ACD Model Forecast
ACDmultifilter-class class: Univariate ACD Multiple Filter Class
ACDmultifit-class class: Univariate ACD Multiple Fit Class
ACDmultiforecast-class class: Univariate ACD Multiple Forecast Class
acdmultispec function: Univariate multiple ACD Specification
ACDmultispec-class class: Univariate ACD Multiple Specification Class
acdmultispec-method function: Univariate multiple ACD Specification
acdmultispec-methods function: Univariate multiple ACD Specification
acdpath function: ACD Path Simulation
ACDpath-class class: ACD Path Simulation Class
acdpath-method function: ACD Path Simulation
acdpath-methods function: ACD Path Simulation
acdroll function: ACD Rolling Density Forecast and Backtesting
ACDroll-class class: ACD Rolling Forecast Class
acdroll-method function: ACD Rolling Density Forecast and Backtesting
acdroll-methods function: ACD Rolling Density Forecast and Backtesting
acdsim function: ACD Simulation
ACDsim-class class: ACD Simulation Class
acdsim-method function: ACD Simulation
acdsim-methods function: ACD Simulation
acdspec function: ACD Specification
ACDspec-class class: ACD Specification Class
acdspec-method function: ACD Specification
acdspec-methods function: ACD Specification
as.data.frame-method class: ACD Rolling Forecast Class

-- C --

coef-method class: ACD Filter Class
coef-method class: ACD Fit Class
coef-method class: Univariate ACD Multiple Filter Class
coef-method class: Univariate ACD Multiple Fit Class
coef-method class: ACD Rolling Forecast Class
convergence-method class: ACD Fit Class
convergence-method class: Univariate ACD Multiple Fit Class
convergence-method class: ACD Rolling Forecast Class

-- D --

distbounds Conditional Distribution Bounds

-- E --

exptransform Bounding Transformations

-- F --

fitted-method class: ACD Filter Class
fitted-method class: ACD Fit Class
fitted-method class: ACD Forecast Class
fitted-method class: Univariate ACD Multiple Filter Class
fitted-method class: Univariate ACD Multiple Fit Class
fitted-method class: Univariate ACD Multiple Forecast Class
fitted-method class: ACD Path Simulation Class
fitted-method class: ACD Simulation Class

-- G --

getspec-method class: ACD Fit Class

-- I --

infocriteria-method class: ACD Fit Class

-- K --

kurtosis class: ACD Fit Class
kurtosis-method class: ACD Filter Class
kurtosis-method class: ACD Fit Class
kurtosis-method class: ACD Forecast Class
kurtosis-method class: ACD Path Simulation Class
kurtosis-method class: ACD Rolling Forecast Class
kurtosis-method class: ACD Simulation Class

-- L --

likelihood-method class: ACD Filter Class
likelihood-method class: ACD Fit Class
likelihood-method class: Univariate ACD Multiple Filter Class
likelihood-method class: Univariate ACD Multiple Fit Class
logtransform Bounding Transformations

-- M --

multifilter-method class: Univariate ACD Multiple Fit Class
multifilter-method class: Univariate ACD Multiple Specification Class
multifit-method class: Univariate ACD Multiple Specification Class
multiforecast-method class: Univariate ACD Multiple Specification Class

-- P --

pit-method class: ACD Filter Class
pit-method class: ACD Fit Class
pit-method class: ACD Rolling Forecast Class
plot-method class: ACD Filter Class
plot-method class: ACD Fit Class

-- Q --

quantile-method class: ACD Filter Class
quantile-method class: ACD Fit Class
quantile-method class: ACD Rolling Forecast Class

-- R --

racd The racd package
rACD-class class: rACD Class
residuals-method class: ACD Filter Class
residuals-method class: ACD Fit Class
residuals-method class: Univariate ACD Multiple Filter Class
residuals-method class: Univariate ACD Multiple Fit Class
resume-method class: ACD Rolling Forecast Class

-- S --

setbounds<--method class: ACD Specification Class
setfixed<--method class: ACD Specification Class
setstart<--method class: ACD Specification Class
shape class: ACD Fit Class
shape-method class: ACD Filter Class
shape-method class: ACD Fit Class
shape-method class: ACD Forecast Class
shape-method class: Univariate ACD Multiple Filter Class
shape-method class: Univariate ACD Multiple Fit Class
shape-method class: Univariate ACD Multiple Forecast Class
shape-method class: ACD Path Simulation Class
shape-method class: ACD Rolling Forecast Class
shape-method class: ACD Simulation Class
show-method class: ACD Filter Class
show-method class: ACD Fit Class
show-method class: ACD Forecast Class
show-method class: ACD Rolling Forecast Class
show-method class: ACD Specification Class
sigma-method class: ACD Filter Class
sigma-method class: ACD Fit Class
sigma-method class: ACD Forecast Class
sigma-method class: Univariate ACD Multiple Filter Class
sigma-method class: Univariate ACD Multiple Fit Class
sigma-method class: Univariate ACD Multiple Forecast Class
sigma-method class: ACD Path Simulation Class
sigma-method class: ACD Rolling Forecast Class
sigma-method class: ACD Simulation Class
skew class: ACD Fit Class
skew-method class: ACD Filter Class
skew-method class: ACD Fit Class
skew-method class: ACD Forecast Class
skew-method class: Univariate ACD Multiple Filter Class
skew-method class: Univariate ACD Multiple Fit Class
skew-method class: Univariate ACD Multiple Forecast Class
skew-method class: ACD Path Simulation Class
skew-method class: ACD Rolling Forecast Class
skew-method class: ACD Simulation Class
skewness class: ACD Fit Class
skewness-method class: ACD Filter Class
skewness-method class: ACD Fit Class
skewness-method class: ACD Forecast Class
skewness-method class: ACD Path Simulation Class
skewness-method class: ACD Rolling Forecast Class
skewness-method class: ACD Simulation Class