tsc_objectiveb: Objective function for full fit with v-transform

In tscopula: Time Series Copula Models

Objective function for full fit with v-transform

Description

Objective function for full fit with v-transform

Usage

tsc_objectiveb(theta, fulcrum, modelspec, modeltype, dens, cdf, vt, wcopula, y)

Arguments

theta	vector of parameters
fulcrum	value for fulcrum
modelspec	list containing model specification
modeltype	character vector giving type of model
dens	marginal density function
cdf	marginal distribution function
vt	v-transform
wcopula	W copula if used
y	vector of data

Value

Value of objective function at parameters.

tscopula documentation built on May 7, 2022, 5:06 p.m.