get_nll {stochvolTMB}R Documentation

Construct objective function with derivatives using MakeADFun

Description

Construct objective function with derivatives using MakeADFun

Usage

get_nll(data, model = "gaussian", ...)

Arguments

data

Vector of observations.

model

String specifying distribution of error term in observational equation.

...

Additional arguments passed to MakeADFun.

Value

List of components returned from MakeADFun.


[Package stochvolTMB version 0.3.0 Index]