garchxObjective: Auxiliary functions
In garchx: Flexible and Robust GARCH-X Modelling
View source: R/garchx-source-code.R
garchxObjective R Documentation
Auxiliary functions
Description
Auxiliary functions used in estimation. Not intended for the average user
Usage
garchxObjective(pars, aux)
garchxRecursion(pars, aux)
Arguments
pars
numeric vector of parameters
aux
list created by garchx
Value
garchxObjective:
value of the objective function
garchxRecursion:
fitted conditional variance
Author(s)
Genaro Sucarrat, http://www.sucarrat.net/
See Also
garchx, fitted.garchx, residuals.garchx
garchx documentation built on Sept. 13, 2022, 5:06 p.m.
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View source: R/garchx-source-code.R
| garchxObjective | R Documentation |
Auxiliary functions
Description
Auxiliary functions used in estimation. Not intended for the average user
Usage
garchxObjective(pars, aux) garchxRecursion(pars, aux)
Arguments
pars |
numeric vector of parameters |
aux |
|
Value
garchxObjective: |
value of the objective function |
garchxRecursion: |
fitted conditional variance |
Author(s)
Genaro Sucarrat, http://www.sucarrat.net/
See Also
garchx, fitted.garchx, residuals.garchx
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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