ISmMarkovSwitchingGARCH.P11Distribution

Fore Syntax

P11Distribution: ISmBetaDistribution;

Fore.NET Syntax

P11Distribution: Prognoz.Platform.Interop.Stat.ISmBetaDistribution;

Description

The P11Distribution property determines parameters of distribution for probability of switching from 1 to 1 state.

Comments

To get estimates for parameters of switching from 1 to 1 state, use the ISmMarkovSwitchingGARCH.P11 property.

Fore and Fore.NET Examples

The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.

See also:

ISmMarkovSwitchingGARCH