sBEKK_loglik {dccmidas} | R Documentation |
sBEKK log-likelihood
Description
Obtains the log-likelihood of the scalar BEKK model.
Usage
sBEKK_loglik(param, ret)
Arguments
param |
Vector of starting values. |
ret |
Txk matrix of daily returns. At the moment, k can be at most 5 |
Value
The resulting vector is the log-likelihood value for each t
.
References
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[Package dccmidas version 0.1.2 Index]