Keywords
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Function groups
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@
A
B
C
D
E
F
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I
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L
M
N
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Q
R
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U
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Library:
finance
See also:
spdest2
spdopt
Quantlet:
resplots2
Description:
auxiliary quantlet for spdest2, plots the residuals.
Reference(s):
Z. Hlavka, Constrained Estimation of State Price Densities, SFB 373/ DP 34.
Usage:
resplots2(nrbe,nral,s2,weights)
Input:
nrbe
n x 1 vector
nral
n x 1 vector
s2
matrix, variance
weights
scalar
Author:
Z.Hlavka 20040219 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006