logdensity2loglik: Compute the log likelihood function of the diffusion model

Description Usage Arguments Examples

View source: R/logdensity2loglik.R

Description

Compute the log likelihood function of the diffusion model

Usage

1
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

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.