Disequilibrium Models


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Documentation for package ‘Disequilibrium’ version 1.0

Help Pages

DE Market in Disequilibrium Model
DlhoodDatanhrho Derivative of likelihood with respect to the inverse hyperbolic tangent of correlation
DlhoodDbeta1 Derivative of likelihood with respect to the coefficients of equation 1
DlhoodDlogsigma11 Derivative of likelihood with respect to the log of variance for equation 1
DllhoodDatanhrho Derivative of log likelihood with respect to the inverse hyperbolic tangent of correlation
DllhoodDbeta1 Gradient of log likelihood with respect to the coefficients of equation 1
DllhoodDlogsigma11 Derivative of log likelihood with respect to the log of variance for equation 1
GradientDE Gradient of log likelihood with respect to all parameters
LLikelihoodDE Negative log likelihood of market in disequilibrium model
nGradientDE Negative gradient of log likelihood with respect to all parameters
predict.DE Predict method for class 'DE'
summary.DE Summary method for class 'DE'
TransformSigma_PDtoR3 TransformSigma_PDtoR3
TransformSigma_R3toPD TransformSigma_R3toPD