Quick Visualization of DCC Optimization Path (Standalone)

Convenience function for visualizing optimization on simulated data without needing a full MS-VARMA-GARCH fit. Useful for testing/diagnostics.

Usage

visualize_standalone_optimization(
  n = 500,
  true_alpha = 0.05,
  true_beta = 0.9,
  start_alpha = 0.1,
  start_beta = 0.8,
  omega = c(0.05, 0.08),
  alpha_garch = c(0.1, 0.12),
  beta_garch = c(0.85, 0.82),
  n_grid = 50,
  seed = 42
)

Arguments

n

Number of observations

true_alpha

True DCC alpha

true_beta

True DCC beta

start_alpha

Starting value for alpha

start_beta

Starting value for beta

omega

Vector of GARCH omega parameters

alpha_garch

Vector of GARCH alpha parameters

beta_garch

Vector of GARCH beta parameters

n_grid

Grid size for surface (default 50)

seed

Random seed

Value

List with trace data, surface, and plot