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))
``` |

mfrdixon/MLEMVD documentation built on May 1, 2018, 11:38 p.m.

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