gjrsk_ineqfun: This function is inequality equation of GJRSK parameters used...

Description Usage Arguments Value

View source: R/functions_GJRSK.R

Description

This function is inequality equation of GJRSK parameters used in optimization process(Rsolnp).

Usage

1

Arguments

params

vector of GJRSK model parameters(p1,const2,p2,q2,r2,const3,p3,q3,r3,const4,p4,q4,r4)

data

vector time series data

Value

upper bound >parameters > lower bound


GARCHSK documentation built on July 22, 2021, 9:08 a.m.