sarmacopula_objective {tscopula} | R Documentation |
Objective function for SARMA copula process
Description
Objective function for SARMA copula process
Usage
sarmacopula_objective(theta, modelspec, u)
Arguments
theta |
vector of parameters of DARMA process |
modelspec |
vector containing model order (p,q)(P,Q)D |
u |
vector of data |
Value
Value of objective function at parameters.
[Package tscopula version 0.3.9 Index]