garch_discrete_mod: Garchitorena discrete time simulator

Description Usage Arguments Value

View source: R/garchitorena_models.R

Description

Same model as in 'garch_mod', but discrete time version for ease of implementation with stochastic dynamic programing framework

Usage

1

Arguments

I

value of the state variable I at time t

p

parameter set

Value

value of I at t+1


cmhoove14/DDNTD documentation built on Nov. 23, 2019, 7:04 p.m.