gctsc.opts: Set Options for Gaussian and Student t Copula Time Series...

View source: R/main.R

gctsc.optsR Documentation

Set Options for Gaussian and Student t Copula Time Series Model

Description

Creates a control list for simulation and likelihood approximation in the Gaussian ad Student t copula model, including the random seed and Monte Carlo settings.

Usage

gctsc.opts(seed = NULL, M = 1000, ...)

Arguments

seed

recommended to provde a seed. Integer specifying the random seed used for Monte Carlo simulation during likelihood evaluation. Fixing the seed ensures reproducible optimization results and stable maximum likelihood estimates.

M

Integer. Number of Monte Carlo samples used in the likelihood approximation (default: 1000).

...

Ignored. Included for S3 method compatibility.

Value

A list with components:

seed

Integer. The random seed used.

M

Integer. Number of Monte Carlo samples.

opt

A function used internally by gctsc() to perform optimization of the approximate log-likelihood.


gctsc documentation built on March 20, 2026, 9:11 a.m.