armacopula_objective {tscopula}R Documentation

Objective function for ARMA copula process

Description

Objective function for ARMA copula process

Usage

armacopula_objective(theta, modelspec, u)

Arguments

theta

vector of parameters of ARMA process

modelspec

vector containing model order (p,q)

u

vector of data

Value

Value of objective function at parameters.


[Package tscopula version 0.3.9 Index]