tr.func {ccgarch}R Documentation

Logistic transition function

Description

computes values from a Logistic transition function.

Usage

    tr.func(tr.par, tr.var)

Arguments

tr.par a vector of parameters (2 times 1)
tr.var a vector of transition variable (T times 1)

Value

a vector of transition function (T times 1)

Note

this function is used in stcc.sim

References

Ter"{a}svirta, T. (1994): “Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models”, Journal of the American Statistical Association, 89, 208–218.

See Also

code{stcc.sim}


[Package ccgarch version 0.1.1 Index]