Description Usage Arguments Value Examples
Estimate MixedTS parameters using the Maximum Likelihood Estimation procedure.
1 2 3 4 |
object |
an object of class |
start |
a list of parameter for the mle. |
Data |
a numeric object containing the dataset. |
method |
methods for optimization routine. See |
fixed.param |
a list of the model parameter that must be fix during optimization routine. Choosing |
lower.param |
a list containing the lower bound for the parameters. |
upper.param |
a list containing the upper bound for the parameters. |
setSup |
Internal parameter. see documentation for |
setInf |
Internal parameter. see documentation for |
N |
Internal parameter. see documentation for |
The function returns an object of class MixedTS.qmle
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | # First Example:
# We define the Mixed Tempered Stable using the function setMixedTS.param
ParamEx1<-setMixedTS.param(mu0=0, mu=0, sigma=0.4, a=1.5,
alpha=0.8, lambda_p=4, lambda_m=1, Mixing="Gamma")
# We generate a sample using the rMixedTS method
set.seed(100)
Rand1 <- rMixedTS(x=5000,object=ParamEx1, setSup=10,setInf=-10,N=2^9)
# Estimate procedure
## Not run:
est1<-mle.MixedTS(object=Rand1 , setSup=10,setInf=-10,N=2^9)
# Show results
summary(est1)
## End(Not run)
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