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