Generalized error distribution slider

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.

Author

Diethelm Wuertz for the Rmetrics R-port

See also

ged, gedFit

Examples

if (FALSE) {  
## gedSlider -
   require(tcltk)
   gedSlider("dist")
   gedSlider("rand")
}