Bounds: Numerical bounds imposed in parameters transformation.

In GAS: Generalized Autoregressive Score Models

Description

Prints the numerical bounds.

Usage

UpperNu()
LowerNu()
UpperA()
LowerA()
UpperB()
LowerB()

Details

UpperNu() and LowerNu() print the numerical upper and lower bounds for the degree of freedom parameter of the Student–t distribution, std. (including also sstd and mvt).
UpperA() and LowerA() print the numerical upper and lower bounds for the score parameter in the GAS recursion. These bounds are applied to each diagonal element of the matrix A that premultiplies the scaled score.
UpperB() and LowerB() print the numerical upper and lower bounds for the autoregressive parameter in the GAS recursion. These bounds are applied to each diagonal element of the matrix B that premultiplies the past value of the parameters.

Value

Prints the numerical bounds.

Author(s)

Leopoldo Catania

Examples

UpperNu()
LowerNu()
UpperA()
LowerA()
UpperB()
LowerB()

GAS documentation built on Feb. 4, 2022, 5:12 p.m.