sigma,fEGarch_fit-method: Extract Fitted Conditional Standard Deviations
Description
An alternative to sigt,fEGarch_fit-method to extract
fitted conditional standard deviations from an estimation object
in this package.
Usage
# S4 method for fEGarch_fit
sigma(object)
# S4 method for fEGarch_forecast
sigma(object)
Value
The element within the input object with name sigt is returned.
Depending on the element that can be a numeric vector, an object of
class "zoo" or a numeric matrix.
Arguments
object
an object either of class "fEGarch_fit" or
"fEGarch_forecast".
Details
Extract fitted conditional standard deviations from an estimation object
in this package.