pls: Pseudo Liklyhood Estimator for Location Scale model
In EdvinasD/resplsm: Robust estimator for semi-parametric dynamic locationscale models
Description
Usage
Arguments
Value
Description
Description
Usage
1
pls(initial.theta, Y, X, func_s, func_m)
Arguments
initial.theta
initial value of theta, A vector
Y
parmeter of a function which is not to be optimized, usually Y_t
X
regresor parameter can be X's or lag(Y_t)
func_s
scale function
func_m
location function
Value
Estimated location theta Robust
EdvinasD/resplsm documentation built on May 20, 2019, 2:05 p.m.
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Description Usage Arguments Value
Description
Description
Usage
1 | pls(initial.theta, Y, X, func_s, func_m)
|
Arguments
initial.theta |
initial value of theta, A vector |
Y |
parmeter of a function which is not to be optimized, usually Y_t |
X |
regresor parameter can be X's or lag(Y_t) |
func_s |
scale function |
func_m |
location function |
Value
Estimated location theta Robust
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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