fEGarch_fit-loggarch_type_spec-method: Fitting Method for Type II EGARCH-Family Models

In fEGarch: SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

Fitting Method for Type II EGARCH-Family Models

Description

Fits an EGARCH-family model of Type II. The method is not being exported.

Usage

## S4 method for signature 'loggarch_type_spec'
fEGarch_fit(
  spec = loggarch_spec(),
  rt,
  drange = c(0, 1),
  meanspec = mean_spec(),
  Drange = c(0, 1),
  n_test = 0,
  start_pars = NULL,
  LB = NULL,
  UB = NULL,
  control = list(),
  parallel = TRUE,
  ncores = max(1, future::availableCores() - 1),
  trunc = "none",
  presample = 50,
  Prange = c(1, 5)
)

Arguments

spec	the generic is currently without use.
rt	the generic is currently without use.
drange	the generic is currently without use.
meanspec	the generic is currently without use.
Drange	the generic is currently without use.
n_test	the generic is currently without use.
start_pars	the generic is currently without use.
LB	the generic is currently without use.
UB	the generic is currently without use.
control	the generic is currently without use.
parallel	the generic is currently without use.
ncores	the generic is currently without use.
trunc	the generic is currently without use.
presample	the generic is currently without use.
Prange	the generic is currently without use.

Value

Returns an object of class "fEGarch_fit_loggarch".

fEGarch documentation built on Sept. 11, 2025, 5:11 p.m.