mlgarchObjective and mlgarchRecursion1 are auxiliary functions called by mlgarch. The functions are not intended for the average user.
mlgarchObjective(pars, aux)
mlgarchRecursion1(pars, aux)mlgarchObjective returns the log-likelihood of the VARMA representation, whereas mlgarchRecursion1 returns the residuals of the VARMA representation associated with the VARMA parameters pars
numeric vector of VARMA parameters
auxiliary list
Genaro Sucarrat, https://www.sucarrat.net/
To understand the structure and content of pars and aux, see the source code of the mlgarch function
G. Sucarrat, S. Gronneberg and A. Escribano (2016), 'Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown', Computational Statistics and Data Analysis 100, pp. 582-594, tools:::Rd_expr_doi("http://dx.doi.org/10.1016/j.csda.2015.12.005")
mlgarch and lgarchObjective