Description Usage Arguments Value Note

This function computes numerical gradient of the full log-likelihood function of the (E)DCC-GARCH(1,1) model with respect to its parameters.

1 | ```
grad.dcc.full(a, A, B, dcc.para, dvar, d=1e-5, model)
``` |

`a` |
a constant vector in the vector GARCH equation |

`A` |
an ARCH parameter matrix in the vector GARCH equation |

`B` |
a GARCH parameter matrix in the vector GARCH equation |

`dcc.para` |
a vector of the DCC parameters |

`dvar` |
a matrix of the data used for estimating the (E)DCC-GARCH model |

`d` |
a step size for computing numerical gradient |

`model` |
a character string describing the model. |

a matrix of partial derivatives *(T \times npar)*

this function is currently not in use.

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