Functionf: Set up the vector-valued objective function (Point estimate)

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Set up the vector-valued objective function (Point estimate)

Description

Set up the vector-valued objective function (Point estimate)

Usage

Functionf(
  MLEinputs,
  Economies,
  DataFrequency,
  FactorLabels,
  ModelType,
  BS_outType = FALSE
)

Arguments

MLEinputs	Set of inputs that are necessary to the log-likelihood function
Economies	string-vector containing the names of the economies which are part of the economic system
DataFrequency	character-based vector: "Daily All Days", "Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually"
FactorLabels	string-list based which contains the labels of all the variables present in the model
ModelType	string-vector containing the label of the model to be estimated
BS_outType	Generates simplified output list in the bootstrap setting. Default is set to FALSE.

Value

objective function

Examples

# See examples in the vignette file of this package (Section 4).

MultiATSM documentation built on April 4, 2025, 1:40 a.m.