fitSTARMAGARCH: Optimize likelihood using nlminb

In Sondre91/starmagarch: Estimation of spatio-temporal ARMA-GARCH models

Optimize likelihood using nlminb

Description

Optimize likelihood using nlminb

Usage

fitSTARMAGARCH(
  f,
  data = NULL,
  print = TRUE,
  lower = NULL,
  upper = NULL,
  simple = FALSE
)

Arguments

f	object produced by CreateLikelihood
data	Data matrix (spatial row index, temporal col index)
print	logical, indicator for printing summary
lower	lower limits for parameters esimates
upper	upper limits for parameter estimates
simple	logical switch for turning on only returning parameter estimates and sd.

Value

starmagarch object.

Sondre91/starmagarch documentation built on July 16, 2025, 4:53 p.m.