LF_f: Loss functions
In rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
LF_f R Documentation
Loss functions
Description
Returns the MSE and QLIKE.
Usage
LF_f(vol_est, vol_proxy)
Arguments
vol_est
It is the estimated volatility.
vol_proxy
It is the volatility proxy.
Value
The resulting vector represents the MSE and QLIKE averages.
rumidas documentation built on April 4, 2025, 1:01 a.m.
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| LF_f | R Documentation |
Loss functions
Description
Returns the MSE and QLIKE.
Usage
LF_f(vol_est, vol_proxy)
Arguments
vol_est |
It is the estimated volatility. |
vol_proxy |
It is the volatility proxy. |
Value
The resulting vector represents the MSE and QLIKE averages.
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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