tr_func: Logistic transition function
In hoanguc3m/ccgarch: Conditional Correlation GARCH models
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
hoanguc3m/ccgarch documentation built on May 29, 2019, 11:05 p.m.
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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
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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