respls: Robust Kernel M-Estimator for Location Scale model

In EdvinasD/resplsm: Robust estimator for semi-parametric dynamic locationscale models

Description

Description

Usage

respls(theta, Y, X, c_bound, iterations = 5, bindwidths, return.all = F)

Arguments

theta	initial value of theta, document later
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)
c_bound	bounding constant
iterations	number of iterantions
bindwidths	bindwidths should be used
return.all	if TRUE returns list of all θ^{(j)}

Value

Estimated location theta Robust

EdvinasD/resplsm documentation built on May 20, 2019, 2:05 p.m.