Distributions

A distribution is the final component of an ARCH Model.

Normal(*[, seed])

Standard normal distribution for use with ARCH models

StudentsT(*[, seed])

Standardized Student's distribution for use with ARCH models

SkewStudent(*[, seed])

Standardized Skewed Student's distribution for use with ARCH models

GeneralizedError(*[, seed])

Generalized Error distribution for use with ARCH models

Writing New Distributions

All distributions must inherit from :class:Distribution and provide all public methods.

Distribution(*[, seed])

Template for subclassing only