garchsk_ineqfun {GARCHSK} | R Documentation |
This function is inequality equation of GARCHSK parameters used in optimization process(Rsolnp).
Description
This function is inequality equation of GARCHSK parameters used in optimization process(Rsolnp).
Usage
garchsk_ineqfun(params, data)
Arguments
params |
vector of GARCHSK model parameters(p1,const2,p2,q2,r2,const3,p3,q3,r3,const4,p4,q4,r4) |
data |
vector time series data |
Value
upper bound >parameters > lower bound
[Package GARCHSK version 0.1.0 Index]