OptimizationSetup_ATSM {MultiATSM} | R Documentation |
Optimization routine for the entire selected ATSM
Description
Optimization routine for the entire selected ATSM
Usage
OptimizationSetup_ATSM(AuxVecSet, FFvec, EstType, tol = 1e-04)
Arguments
AuxVecSet |
List containing features for estimation of the risk-neutral parameters. |
FFvec |
Log-likelihood function |
EstType |
Estimation type |
tol |
convergence tolerance (scalar). Default value is set as 1e-4. |
[Package MultiATSM version 1.3.1 Index]