TS_key_rugarch: The univariate GARCH case for 'TS_key'
In LAJordanger/localgaussSpec: Local Gaussian Spectral Analysis
TS_key_rugarch R Documentation
The univariate GARCH case for TS_key
Description
The TS_key_rugarch-case part of
TS_families is simply an implementation of
ugarchpath from the rugarch-package.
Note
The arguments spec, n.start, m.start,
presigma, preresiduals, rseed,
custom.dist, mexsimdata and vexsimdata
should be given to TS_sample, which will send them to
this function by the internal helper-function
TS_sample_helper.
LAJordanger/localgaussSpec documentation built on May 6, 2023, 4:31 a.m.
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| TS_key_rugarch | R Documentation |
The univariate GARCH case for TS_key
Description
The TS_key_rugarch-case part of
TS_families is simply an implementation of
ugarchpath from the rugarch-package.
Note
The arguments spec, n.start, m.start,
presigma, preresiduals, rseed,
custom.dist, mexsimdata and vexsimdata
should be given to TS_sample, which will send them to
this function by the internal helper-function
TS_sample_helper.
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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