vtscopula_objective {tscopula} | R Documentation |
Objective function for vtscopula fitting
Description
Objective function for vtscopula fitting
Usage
vtscopula_objective(theta, fulcrum, modelspec, modeltype, vt, wcopula, y)
Arguments
theta |
vector of parameters |
fulcrum |
fixed value for fulcrum |
modelspec |
list containing tscopula specification |
modeltype |
character vector specifying tscopula type |
vt |
a v transform |
wcopula |
W copula for serial dependence |
y |
vector of data |
Value
Value of objective function at parameters.
[Package tscopula version 0.3.9 Index]