Visualize DCC Parameter Evolution from EM Fit — visualize_dcc_evolution • tsbs

Plot the evolution of DCC parameters across EM iterations, optionally overlaid on the likelihood surface.

Usage

visualize_dcc_evolution(
  fit,
  state = 1,
  show_surface = TRUE,
  true_params = NULL,
  n_grid = 50
)

Arguments

fit: A fitted model from fit_ms_varma_garch() with diagnostics=TRUE
state: Integer state index (default 1)
show_surface: Logical: compute and show likelihood contours? (default TRUE)
true_params: Optional true parameter values c(alpha, beta) for simulation studies
n_grid: Grid size for surface computation (default 50)

Value

List with trace data, surface (if computed), and plotly visualization