estfun.tsmarch function

Score Method

## S3 method for class 'cgarch.estimate'
estfun(x, ...)

## S3 method for class 'dcc.estimate'
estfun(x, ...)

Arguments

• x: an object of class cgarch.estimate or dcc.estimate .
• ...: not currently used.

Returns

The score matrix

Details

The function returns the numerical scores of the negative of the log likelihood at the optimal solution. These are used in the calculation of sandwich estimators.

Author(s)

Alexios Galanos