k2: k2
In EdvinasD/resplsm: Robust estimator for semi-parametric dynamic locationscale models
Description
Usage
Arguments
Value
View source: R/additional_functions.R
Description
k_2=≤ft.\frac{1}{v_0(y_{t-1})}\frac{\partial m_0(y_{t-1})^2}{\partialθ(y_{t-1})}\right|_{θ=θ_0}
Usage
1
k2(theta, x, func)
Arguments
theta
A data.frame
x
A number/vectors.
func
scale function
Value
A value of score function.
EdvinasD/resplsm documentation built on May 20, 2019, 2:05 p.m.
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Description Usage Arguments Value
View source: R/additional_functions.R
Description
k_2=≤ft.\frac{1}{v_0(y_{t-1})}\frac{\partial m_0(y_{t-1})^2}{\partialθ(y_{t-1})}\right|_{θ=θ_0}
Usage
1 | k2(theta, x, func)
|
Arguments
theta |
A data.frame |
x |
A number/vectors. |
func |
scale function |
Value
A value of score function.
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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