tr.func {ccgarch} | R Documentation |
computes values from a Logistic transition function.
tr.func(tr.par, tr.var)
tr.par |
a vector of parameters (2 times 1) |
tr.var |
a vector of transition variable (T times 1) |
a vector of transition function (T times 1)
this function is used in stcc.sim
Ter"{a}svirta, T. (1994): “Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models”, Journal of the American Statistical Association, 89, 208–218.
code{stcc.sim}