fEGarch_fit,loggarch_type_spec-method {fEGarch}R Documentation

Fitting Method for Type II EGARCH-Family Models

Description

Fits an EGARCH-family model of Type II. The method is not being exported.

Usage

## S4 method for signature 'loggarch_type_spec'
fEGarch_fit(
  spec = loggarch_spec(),
  rt,
  drange = c(0, 1),
  meanspec = mean_spec(),
  Drange = c(0, 1),
  n_test = 0,
  start_pars = NULL,
  LB = NULL,
  UB = NULL,
  control = list(),
  parallel = TRUE,
  ncores = max(1, future::availableCores() - 1),
  trunc = "none",
  presample = 50,
  Prange = c(1, 5)
)

Arguments

spec

the generic is currently without use.

rt

the generic is currently without use.

drange

the generic is currently without use.

meanspec

the generic is currently without use.

Drange

the generic is currently without use.

n_test

the generic is currently without use.

start_pars

the generic is currently without use.

LB

the generic is currently without use.

UB

the generic is currently without use.

control

the generic is currently without use.

parallel

the generic is currently without use.

ncores

the generic is currently without use.

trunc

the generic is currently without use.

presample

the generic is currently without use.

Prange

the generic is currently without use.

Value

Returns an object of class "fEGarch_fit_loggarch".


[Package fEGarch version 1.0.1 Index]