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]