estfun.tsmarch: Score Method
In tsmarch: Multivariate ARCH Models
estfun.cgarch.estimate R Documentation
Score Method
Description
Score Method
Usage
## S3 method for class 'cgarch.estimate'
estfun(x, ...)
## S3 method for class 'dcc.estimate'
estfun(x, ...)
Arguments
x
an object of class “cgarch.estimate” or “dcc.estimate”.
...
not currently used.
Details
The function returns the numerical scores of the negative of the
log likelihood at the optimal solution. These are used in the calculation
of sandwich estimators.
Value
The score matrix
Author(s)
Alexios Galanos
tsmarch documentation built on April 3, 2025, 7:40 p.m.
R Package Documentation
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| estfun.cgarch.estimate | R Documentation |
Score Method
Description
Score Method
Usage
## S3 method for class 'cgarch.estimate'
estfun(x, ...)
## S3 method for class 'dcc.estimate'
estfun(x, ...)
Arguments
x |
an object of class “cgarch.estimate” or “dcc.estimate”. |
... |
not currently used. |
Details
The function returns the numerical scores of the negative of the log likelihood at the optimal solution. These are used in the calculation of sandwich estimators.
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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