pars.dynamicsSVM {SVDNF} | R Documentation |
Parameters Names and Order for Stochastic Volatility Models with Jumps
Description
The pars
function returns the names of the parameters in a dynamicsSVM
object in the order that they should be passed to the DNFOptim
function.
Usage
## S3 method for class 'dynamicsSVM'
pars(dynamics, rho = NULL,
delta = NULL, alpha = NULL, rho_z = NULL, nu = NULL,
jump_params_list = "dummy", ...)
Arguments
dynamics |
A |
rho , delta , alpha , rho_z , nu |
See |
jump_params_list |
List of the names of the arguments in the jump parameter distribution in the order that they are used by the |
... |
Other parameters to be passed through to function. |
Value
Returns a vector of strings with the names of the parameters in the given dynamicsSVM
object. The parameters names are returned in the order the parameters should be passed to the DNFOptim
function
Examples
mod <- dynamicsSVM(model = "Taylor")
pars(mod)