armacopula_objective: Objective function for ARMA copula process

View source: R/armacopula.R

armacopula_objectiveR Documentation

Objective function for ARMA copula process

Description

Objective function for ARMA copula process

Usage

armacopula_objective(theta, modelspec, u)

Arguments

theta

vector of parameters of ARMA process

modelspec

vector containing model order (p,q)

u

vector of data

Value

Value of objective function at parameters.


tscopula documentation built on May 29, 2024, 5:53 a.m.