Distributions

A distribution is the final component of an ARCH Model.

Normal([random_state])

Standard normal distribution for use with ARCH models

StudentsT([random_state])

Standardized Student’s distribution for use with ARCH models

SkewStudent([random_state])

Standardized Skewed Student’s distribution for use with ARCH models

GeneralizedError([random_state])

Generalized Error distribution for use with ARCH models

Writing New Distributions

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

Distribution([random_state])

Template for subclassing only