ugarchdistribution-methods(rugarch)
ugarchdistribution-methods()所属R语言包：rugarch
function: Univariate GARCH Parameter Distribution via Simulation
功能：通过模拟单变量GARCH参数分布
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Method for simulating and estimating the parameter distribution from a variety of univariate GARCH models as well as the simulation based consistency of the estimators given the data size.
模拟和估计参数分布的各种单变量GARCH模型以及基于仿真的一致性给出的数据大小的估计方法。
用法----------Usage----------
ugarchdistribution(fitORspec, n.sim = 2000, n.start = 1,
m.sim = 100, recursive = FALSE, recursive.length = 6000, recursive.window = 1000,
presigma = NA, prereturns = NA, preresiduals = NA, rseed = NA,
custom.dist = list(name = NA, distfit = NA), mexsimdata = NULL, vexsimdata = NULL,
fit.control = list(), solver = "solnp", solver.control = list(), parallel = FALSE,
parallel.control = list(pkg = c("multicore", "snowfall"), cores = 2), ...)
参数----------Arguments----------
参数：fitORspec
Either a univariate GARCH fit object of class uGARCHfit or alternatively a univariate GARCH specification object of class uGARCHspec with valid parameters supplied via the setfixed<- function in the specification.
无论是单变量GARCH类uGARCHfit或者单变量GARCH规范的类的对象的合适的对象uGARCHspec提供有效的参数通过setfixed<-函数的规范。
参数：n.sim
The simulation horizon.
模拟的视野。
参数：n.start
The burn-in sample.
老化的样品。
参数：m.sim
The number of simulations.
的模拟次数。
参数：recursive
Whether to perform a recursive simulation on an expanding window.
是否执行递归模拟于扩大窗口。
参数：recursive.length
If recursive is TRUE, this indicates the final length of the simulation horizon, with starting length n.sim.
如果recursive是TRUE时，表示最终长度的模拟地平线，的起始长度n.sim。
参数：recursive.window
If recursive is TRUE, this indicates the increment to the expanding window. Together with recursive.length, it determines the total number of separate and increasing length windows which will be simulated and fitted.
如果recursive是TRUE，这表明增量扩展。再加上recursive.length，它决定了总人数的独立和日益增加的落地窗将模拟和拟合。
参数：presigma
Allows the starting sigma values to be provided by the user.
允许由用户提供的起始的σ值。
参数：prereturns
Allows the starting return data to be provided by the user.
允许起始返回的数据要由用户提供的。
参数：preresiduals
Allows the starting residuals to be provided by the user.
允许起始要由用户提供的残差。
参数：rseed
Optional seeding value(s) for the random number generator.
可选的随机数生成器的种子值（S）。
参数：custom.dist
Optional density with fitted object from which to simulate.
可选密度，合身的对象来模拟。
参数：mexsimdata
Matrix of simulated external regressor-in-mean data. If the fit object contains external regressors in the mean equation, this must be provided.
矩阵外部模拟的回归量平均数据。如果适合的对象包含外部在均值方程的回归，这必须被提供。
参数：vexsimdata
Matrix of simulated external regressor-in-variance data. If the fit object contains external regressors in the variance equation, this must be provided.
矩阵的模拟外部的回归量的方差数据。如果适合的对象包含外部回归量的方差方程中，这必须被提供。
参数：solver
One of either “nlminb” or “solnp”.
之一“nlminb”或“solnp”。
参数：solver.control
Control arguments list passed to optimizer.
控制参数列表传递给优化。
参数：fit.control
Control arguments passed to the fitting routine (as in the ugarchfit method).
控制参数传递到配件常规（如在ugarchfit方法）。
参数：parallel
Whether to make use of parallel processing on multicore systems.
是否利用多核系统上的并行处理。
参数：parallel.control
The parallel control options including the type of package for performing the parallel calculations ("multicore" for non-windows O/S and "snowfall" for all O/S), and the number of cores to make use of.
并行控制选项，包括包的类型进行并行计算（多核非Windows O / S和“降雪”，所有的O / S），核心数量的利用。
参数：...
.
。
Details
详细信息----------Details----------
This method facilitates the simulation and evaluation of the uncertainty of GARCH model parameters. The recursive option also allows the evaluation of the simulation based consistency (in terms of sqrt(N) ) of the parameters as the length (n.sim) of the data increases, in the sense of the root mean square error (rmse) of the difference between the simulated and true (hypothesized) parameters.<br> This is a very expensive function, particularly if using the recursive option, both on memory and cpu resources, performing many re-fits of the simulated data in order to generate the parameter distribution and it is therefore suggested that, if available, the parallel functionality should be used (in a system with ideally many cores and at least 4GB of RAM for the recursion option...).
这种方法有利于GARCH模型参数的不确定性的仿真和评估。递归选项还允许评估的基于仿真的一致性（方面的sqrt（N））的参数作为的长度（n.sim）的数据的增加，在这个意义上的根均方误差（RMSE）模拟和真实的（虚拟）参数之间的差异。<br>这是一个非常昂贵的功能，特别是如果使用recursive选项，对内存和CPU资源，适合执行许多可再生能源中的模拟数据为了生成参数分布和它的并行功能，如果有的话，应使用（理想的多核心系统中的至少4GB的RAM的递归选项...），因此，建议。
值----------Value----------
A uGARCHdistribution object containing details of the GARCH simulated parameters distribution.
AuGARCHdistribution对象，其中包含详细信息的GARCH模拟参数分布。
（作者）----------Author(s)----------
Alexios Ghalanos
参见----------See Also----------
For specification ugarchspec, fitting ugarchfit, filtering ugarchfilter, forecasting ugarchforecast, simulation ugarchsim, rolling forecast and estimation ugarchroll, bootstrap forecast ugarchboot.
的规范ugarchspec，装修ugarchfit，过滤ugarchfilter，预测ugarchforecast，模拟ugarchsim，滚动预测和估计ugarchroll，引导预测X>。
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
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发表于 2012-9-28 23:38:36
