estfun.cgarch.estimate {tsmarch} | R Documentation |
Score Method
Description
Score Method
Usage
## S3 method for class 'cgarch.estimate'
estfun(x, ...)
## S3 method for class 'dcc.estimate'
estfun(x, ...)
Arguments
x |
an object of class “cgarch.estimate” or “dcc.estimate”. |
... |
not currently used. |
Details
The function returns the numerical scores of the negative of the log likelihood at the optimal solution. These are used in the calculation of sandwich estimators.
Value
The score matrix
Author(s)
Alexios Galanos
[Package tsmarch version 1.0.0 Index]