fEGarch_fit,egarch_type_spec-method {fEGarch} | R Documentation |
Fitting Method for Type I EGARCH-Family Models
Description
Fits an EGARCH-family model of Type I. The method is not being exported.
Usage
## S4 method for signature 'egarch_type_spec'
fEGarch_fit(
spec = egarch_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_egarch"
.
[Package fEGarch version 1.0.1 Index]