Goestica-class

cvar,Goestica-method

ccor,Goestica-method

ccov,Goestica-method

coef,Goestica-method

converged,Goestica-method

formula,Goestica-method

goest,Goestica-method

plot,Goestica,missing-method

predict,Goestica-method

residuals,Goestica-method

resid,Goestica-method

show,Goestica-method

summary,Goestica-method

update,Goestica-method

This class contains the <code>GoGARCH</code> class and has the mixing matrix
  $A$ as additional slot.

classes

Implementation of the GO-GARCH model class

Bernhard Pfaff

gogarch

Generalized Orthogonal GARCH (GO-GARCH) models

Goestica-class function

encoding

Objects can be created by calls of the form <code>new("Goestmm", ...)</code>,
  or with the function <code>gogarch</code> whereby <code>method = "ica"</code> has
  been set.

Objects from the Class

Class <code>"<links4class>GoGARCH</links4class>"</code>, directly.
Class <code>"<links4class>Goinit</links4class>"</code>, by class "GoGARCH", distance 2.

Extends

Class "Goestica": GO-GARCH models estimated by fast ICA

Goestica-class: Class "Goestica": GO-GARCH models estimated by fast ICA

Description

Arguments

encoding

Objects from the Class

Extends

References

See Also