Description Usage Arguments Examples
View source: R/logdensity2loglik.R
Compute the log likelihood function of the diffusion model
1 | logdensity2loglik(logdensity, x, del, param, args = NULL)
|
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 |
1 | logdensity2loglik(ModelU1,c(0.1,0.2,0.13,0.14),0.1,c(0.01,0.2))
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