rumidas (version 0.1.3)

MEM_loglik_no_skew: MEM log-likelihood (no skewness parameter)

Description

Obtains the log-likelihood of the base MEM. For details, see engle_gallo_2006;textualrumidas.

Usage

MEM_loglik_no_skew(param, x)

Value

The resulting vector is the log-likelihood value for each \(i,t\).

Arguments

param

Vector of starting values.

x

Dependent variable, usually the realized volatility. It must be positive and "xts" object.

References

Examples

# \donttest{
start_val<-c(alpha=0.10,beta=0.8)
real<-(rv5['/2010'])^0.5		# realized volatility
sum(MEM_loglik_no_skew(start_val,real))
# }