| Goinit-class {gogarch} | R Documentation |
This class defines the required slots for estimating GO-GARCH models.
Objects can be created by calls of the form new("Goinit", ...),
or more conveniently by goinit().
X:"matrix": The data matrix.V:"matrix": Covariance matrix
of X.P:"matrix": Left singular
values of Var/Cov matrix of X.Dsqr:"matrix": Square roots of
eigenvalues on diagonal, else zero.garchf:"formula": Garch
formula used for uncorrelated component GARCH models.name:"character": The name of
the original data object.X only the head is
displayed.Bernhard Pfaff
showClass("Goinit")