ES Backtesting & Dual LM Extensions

fEGarch_fit

R Documentation

Generic for Fitting EGARCH Family Models

Description

The generic is currently without use.

Usage

fEGarch_fit(
  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 = floor(0.4 * length(rt)),
  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.