Extract the evolution of DCC parameters (alpha, beta) across EM
iterations from an ms_diagnostics object.
Usage
extract_dcc_trajectory(diagnostics, state = 1)
Arguments
- diagnostics
An object of class ms_diagnostics from fit_ms_varma_garch()
- state
Integer state index (default 1)
Value
Data frame with columns: iteration, alpha, beta
Returns NULL if DCC parameters not found.
