max_lik: Maximum Likelihood Estimation of STARCH(1)

In Sondre91/STGARCH: STGARCH

Description

Function for estimating parameters of a STARCH(1) process

Usage

max_lik(init, X, mat, n.iterations = 20, return_all = FALSE,
  var_mat = FALSE)

Arguments

init	Initial parameter vector
X	Data array of form spatial1 x spatial2 x temporal
mat	The design array with dimension (M,2,N-1).
n.iterations	Maximum number of iterations
return_all	Returns all
var_mat	Logical, determines if the covariance matrix should be computed and returned

Value

Depending on the logical inputs. Returns a vector containing various elements.

Sondre91/STGARCH documentation built on May 9, 2019, 1:52 p.m.