MCECM.Qfunc {QRMlib}R Documentation

Optimization Function for MCECM Fitting of GH

Description

a functional form that must be optimized when fitting members of generalized hyperbolic family with an MCECM algorithm

Usage

MCECM.Qfunc(lambda, chi, psi, delta, eta, xi)

Arguments

lambda lambda parameter
chi chi parameter
psi pi parameter
delta delta statistic
eta eta statistic
xi xi statistic

Details

this is the Q2 function on page 82 of QRM

Value

value of function

See Also

MCECMupdate, EMupdate, fit.mNH


[Package QRMlib version 1.4.4 Index]