garchxObjective {garchx}

Auxiliary functions

Description

Auxiliary functions used in estimation. Not intended for the average user

Usage

  garchxObjective(pars, aux)
  garchxRecursion(pars, aux)

Arguments

pars

numeric vector of parameters

aux

list created by garchx

Value

garchxObjective:

value of the objective function

garchxRecursion:

fitted conditional variance

Author(s)

Genaro Sucarrat, http://www.sucarrat.net/

See Also

garchx, fitted.garchx, residuals.garchx