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

There are no references for Rd macro ⁠\insertAllCites⁠ on this help page.


[Package dccmidas version 0.1.2 Index]