gjrsk_lik: This function calculates the log-likelihood of GJRSK model.

Description Usage Arguments Value

View source: R/functions_GJRSK.R

Description

This function calculates the log-likelihood of GJRSK model.

Usage

1
gjrsk_lik(params, data)

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

(negative) log-likelihood of GJRSK model


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

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