fGarch (version 3010.82)

gedSlider: Geeneralized Error Distribution Slider

Description

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

Usage

gedSlider(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.

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