estfun: Score Method
In tsgarch: Univariate GARCH Models
estfun.tsgarch.estimate R Documentation
Score Method
Description
Score Method
Usage
## S3 method for class 'tsgarch.estimate'
estfun(x, ...)
Arguments
x
an object of class “tsgarch.estimate”.
...
not currently used.
Details
The function returns the scores of the negative of the log likelihood
at the optimal solution. The scores are from the second pass of the optimizer
using scaling and hence represent the scaled scores. These are then rescaled
before returning the matrix.
Value
The score matrix
Author(s)
Alexios Galanos
tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.
R Package Documentation
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| estfun.tsgarch.estimate | R Documentation |
Score Method
Description
Score Method
Usage
## S3 method for class 'tsgarch.estimate'
estfun(x, ...)
Arguments
x |
an object of class “tsgarch.estimate”. |
... |
not currently used. |
Details
The function returns the scores of the negative of the log likelihood at the optimal solution. The scores are from the second pass of the optimizer using scaling and hence represent the scaled scores. These are then rescaled before returning the matrix.
Value
The score matrix
Author(s)
Alexios Galanos
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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