rls: Robust M-Estimator for Location Scale model

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

Description

Description

Usage

rls(theta, Y, X, c_bound, func_s, d_func_s, func_m, d_func_m, iterations = 5,
  return.all = F, tolerance = 0)

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
func_s	scale function
d_func_s	derivative of scale function
func_m	location function
d_func_m	derivative of location function
iterations	number of iterantions
return.all	if TRUE returns list of all θ^{(j)}
tolerence	tolerance level

Value

Estimated location theta Robust

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