get_nll: Construct objective function with derivatives using MakeADFun
In JensWahl/stochvolTMB: Likelihood Estimation of Stochastic Volatility Models
get_nll R Documentation
Construct objective function with derivatives using MakeADFun
Description
Construct objective function with derivatives using MakeADFun
Usage
get_nll(data, model = "gaussian", ...)
Arguments
data
Vector of observations.
model
String specifying distribution of error term in observational equation.
...
Additional arguments passed to MakeADFun.
Value
List of components returned from MakeADFun.
JensWahl/stochvolTMB documentation built on Feb. 5, 2025, 9:28 p.m.
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| get_nll | R Documentation |
Construct objective function with derivatives using MakeADFun
Description
Construct objective function with derivatives using MakeADFun
Usage
get_nll(data, model = "gaussian", ...)
Arguments
data |
Vector of observations. |
model |
String specifying distribution of error term in observational equation. |
... |
Additional arguments passed to MakeADFun. |
Value
List of components returned from MakeADFun.
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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