tr_func: Logistic transition function

Description Usage Arguments Value Note References See Also

Description

This function computes values from a Logistic transition function.

Usage

1
    tr.func(tr.par, tr.var)

Arguments

tr.par

a vector of parameters (2 \times 1)

tr.var

a vector of transition variable (T \times 1)

Value

a vector of transition function (T \times 1)

Note

this function is used in stcc.sim

References

Ter\"asvirta, T. (1994): “Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models”, Journal of the American Statistical Association, 89, 208–218.

See Also

stcc.sim


hoanguc3m/ccgarch documentation built on May 29, 2019, 11:05 p.m.