Create a GARCH Specification Object (Convenience Function) — create_garch_spec_object

Convenience function that handles the complex, model-specific logic for creating both univariate and multivariate GARCH specification objects for the purpose of log-likelihood calculation during the EM-algorithm.

Usage

create_garch_spec_object_r(
  residuals,
  spec,
  model_type,
  current_pars,
  diagnostics = NULL,
  iteration = NULL,
  state = NULL,
  verbose = FALSE
)

Arguments

residuals: Numeric
spec: A spec list
model_type: Character string
current_pars: A list of parameters
diagnostics: diagnostics
iteration: iteration
state: state
verbose: verbose

Value

A GARCH specification object