sarmacopula_objective {tscopula}R Documentation

Objective function for SARMA copula process

Description

Objective function for SARMA copula process

Usage

sarmacopula_objective(theta, modelspec, u)

Arguments

theta

vector of parameters of DARMA process

modelspec

vector containing model order (p,q)(P,Q)D

u

vector of data

Value

Value of objective function at parameters.


[Package tscopula version 0.3.9 Index]