get_nll: Construct objective function with derivatives using MakeADFun
In stochvolTMB: Likelihood Estimation of Stochastic Volatility Models
get_nll R Documentation
Construct objective function with derivatives using MakeADFun
Description
Construct objective function with derivatives using MakeADFun
Usage
get_nll(data, model = "gaussian", ...)
Arguments
data
Vector of observations.
model
String specifying distribution of error term in observational equation.
...
Additional arguments passed to MakeADFun.
Value
List of components returned from MakeADFun.
stochvolTMB documentation built on April 4, 2025, 2:05 a.m.
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| get_nll | R Documentation |
Construct objective function with derivatives using MakeADFun
Description
Construct objective function with derivatives using MakeADFun
Usage
get_nll(data, model = "gaussian", ...)
Arguments
data |
Vector of observations. |
model |
String specifying distribution of error term in observational equation. |
... |
Additional arguments passed to MakeADFun. |
Value
List of components returned from MakeADFun.
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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