LF_f {rumidas} | R Documentation |
Loss functions
Description
Returns the MSE and QLIKE.
Usage
LF_f(vol_est, vol_proxy)
Arguments
vol_est |
It is the estimated volatility. |
vol_proxy |
It is the volatility proxy. |
Value
The resulting vector represents the MSE and QLIKE averages.
[Package rumidas version 0.1.3 Index]