ghyp (version 0.9.3)

mle.ghypuv-class: Class mle.ghypuv

Description

The class mle.ghypuv inherits from the class ghypuv. In addition to the class ghypuv this class stores fitting information. Namely the number of iterations n.iter, the log likelihood value llh, a boolean vector stating which parameters were fitted fitted.params, the Akaike Information Criterion aic, a boolean converged whether the fitting procedure converged or not, an error.code which stores the status of a possible error, the corresponding error.message and the parameter.variance.

Objects from the Class

Objects should only be created by calls to the fitting routines like fit.ghypuv, fit.hypuv, fit.NIGuv, fit.VGuv and fit.tuv.

Extends

Class "ghypuv", directly. Class "ghypbase", by class "ghypuv", distance 2.

Methods

A hist method (see hist). A mean method (see mean). A vcov method (see vcov).

See Also

optim for an interpretation of error.code and error.message, fit.ghypuv where objects of class mle.ghypuv are created, ghypuv-class to have a look on the base class.

Examples

data(smi.stocks)
  fit.ghypuv(data=smi.stocks[,"SMI"],opt.pars=c(alpha.bar=FALSE,lambda=FALSE),
             alpha.bar=1)