dBEKK_loglik {dccmidas} | R Documentation |
dBEKK log-likelihood
Description
Obtains the log-likelihood of the diagonal BEKK model.
Usage
dBEKK_loglik(param, ret)
Arguments
param |
Vector of starting values. |
ret |
Txk matrix of daily returns. At the moment, k can be at most 5 |
Value
The resulting vector is the log-likelihood value for each t
.
References
There are no references for Rd macro \insertAllCites
on this help page.
[Package dccmidas version 0.1.2 Index]