logdensity2loglik: Compute the log likelihood function of the diffusion model

In mfrdixon/MLEMVD: Maximum Likelihood Estimation for Diffusion Equations

Description

Compute the log likelihood function of the diffusion model

Usage

logdensity2loglik(logdensity, x, del, param, args = NULL)

Arguments

logdensity	the model log likelihood function
x	Time series of the observed state variables
del	The uniform time step between observations
param	The parameter vector
args	Specifiy whether to use implied vol

Examples

 logdensity2loglik(ModelU1,c(0.1,0.2,0.13,0.14),0.1,c(0.01,0.2))

mfrdixon/MLEMVD documentation built on May 22, 2019, 8:52 p.m.