Extract GOGARCH Parameter Trajectory

Extract the evolution of GOGARCH-specific parameters across EM iterations. Includes ICA decomposition info and component GARCH parameters.

Usage

extract_gogarch_trajectory(diagnostics, state = 1, component = NULL)

Arguments

diagnostics

An object of class ms_diagnostics

state

Integer state index (default 1)

component

Integer ICA component index (if NULL, returns summary)

Value

Data frame with iteration and component parameter evolution. Returns NULL if not a GOGARCH model.

Examples

if (FALSE) { # \dontrun{
traj <- extract_gogarch_trajectory(diag, state = 1)
plot(traj$iteration, traj$component_1_persistence, type = "b")
} # }