score_vector_barma: Score Vector for the BARMA Model

In betaARMA: Beta Autoregressive Moving Average Models

Score Vector for the BARMA Model

Description

Computes the score vector (gradient of the log-likelihood) for the Beta Autoregressive Moving Average (BARMA) model at a given parameter vector. Used internally by barma during optimization via the BFGS algorithm.

Usage

score_vector_barma(
  y,
  ar,
  ma,
  alpha,
  varphi,
  theta,
  phi,
  link,
  xreg = NULL,
  beta = NULL
)

Arguments

y	A time series object (ts) with values strictly in (0, 1).
ar	A numeric vector specifying the autoregressive (AR) lags. Use NA or NULL if no AR component.
ma	A numeric vector specifying the moving average (MA) lags. Use NA or NULL if no MA component.
alpha	The intercept parameter.
varphi	A numeric vector of AR parameters. Use numeric(0) if no AR component.
theta	A numeric vector of MA parameters. Use numeric(0) if no MA component.
phi	The precision parameter (must be positive).
link	A character string specifying the link function. One of "logit", "probit", "cloglog", or "loglog".
xreg	An optional matrix of external regressors.
beta	An optional numeric vector of regression coefficients corresponding to xreg.

Value

A numeric vector of the same length as the parameter vector, giving the partial derivatives of the log-likelihood with respect to each parameter.

See Also

barma, loglik_barma, fim_barma

betaARMA documentation built on March 29, 2026, 5:08 p.m.