dmclike: Gradient of likelihood function.
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
View source: R/htest_HLRTest.R
dmclike R Documentation
Gradient of likelihood function.
Description
this function computes the score vector.
Usage
dmclike(th, HLR_opt_ls)
Arguments
th
vector of parameter values.
HLR_opt_ls
List with model properties and test controls defined in HLRTest().
Value
vector with gradient of likelihood function for each parameter. Used in HLRpramSearch().
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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View source: R/htest_HLRTest.R
| dmclike | R Documentation |
Gradient of likelihood function.
Description
this function computes the score vector.
Usage
dmclike(th, HLR_opt_ls)
Arguments
th |
vector of parameter values. |
HLR_opt_ls |
List with model properties and test controls defined in |
Value
vector with gradient of likelihood function for each parameter. Used in HLRpramSearch().
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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