sarmacopula_objective: Objective function for SARMA copula process
In tscopula: Time Series Copula Models
sarmacopula_objective R Documentation
Objective function for SARMA copula process
Description
Objective function for SARMA copula process
Usage
sarmacopula_objective(theta, modelspec, u)
Arguments
theta
vector of parameters of DARMA process
modelspec
vector containing model order (p,q)(P,Q)D
u
vector of data
Value
Value of objective function at parameters.
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| sarmacopula_objective | R Documentation |
Objective function for SARMA copula process
Description
Objective function for SARMA copula process
Usage
sarmacopula_objective(theta, modelspec, u)
Arguments
theta |
vector of parameters of DARMA process |
modelspec |
vector containing model order (p,q)(P,Q)D |
u |
vector of data |
Value
Value of objective function at parameters.
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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