garchsk_ineqfun {GARCHSK}

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