estfun.tsgarch.estimate {tsgarch}

Score Method

Description

Score Method

Usage

## S3 method for class 'tsgarch.estimate'
estfun(x, ...)

Arguments

x

an object of class “tsgarch.estimate”.

...

not currently used.

Details

The function returns the scores of the negative of the log likelihood at the optimal solution. The scores are from the second pass of the optimizer using scaling and hence represent the scaled scores. These are then rescaled before returning the matrix.

Value

The score matrix

Author(s)

Alexios Galanos