dfft {tsmarch} | R Documentation |
FFT density, distribution and quantile method
Description
FFT density, distribution and quantile method
Usage
dfft(object, ...)
pfft(object, ...)
qfft(object, ...)
## S3 method for class 'gogarch.fft'
dfft(object, index = 1, ...)
## S3 method for class 'gogarch.fft'
pfft(object, index = 1, ...)
## S3 method for class 'gogarch.fft'
qfft(object, index = 1, ...)
## S3 method for class 'gogarch.fftsim'
dfft(object, index = 1, sim = 1, ...)
## S3 method for class 'gogarch.fftsim'
pfft(object, index = 1, sim = 1, ...)
## S3 method for class 'gogarch.fftsim'
qfft(object, index = 1, sim = 1, ...)
Arguments
object |
an object of class “gogarch.fft” formed by calling
the |
... |
additional parameters passed to the method. |
index |
the time index on which to generate the function. |
sim |
the simulation draw on which to generate the function (for the predict and simulate objects). |
Details
These methods generate smooth approximation to the distribution functions, returning in turn a function object which can be further called with additional arguments expected from the density, distribution and quantile functions. Random number generation can be achieved through the use of uniform random variates and the quantile function (inverse CDF method).
Value
an function object which can then be called to calculate the density distribution or quantile for a particular instance (or time point),