logLik {LFUrmutils} | R Documentation |
These functions are based on the generic logLik
method for objects of classes UnivVola
, MultiEWMA
, and fGARCH
.
## S3 method for class 'UnivVola' logLik(object, ...) ## S3 method for class 'MultiEWMA' logLik(object, ...) ## S3 method for class 'fGARCH' logLik(object, ...)
object |
An object of class |
... |
Arguments passed to methods (unused at the moment). |
Returns an object of class logLik
.
Bernhard Eder
Jorion (2007). Value at Risk, 3rd. McGraw-Hill. New York.
UnivVola
, MultiEWMA
, garchFit
, fGARCH-class
# Load returns data("CRSPday_zoo") y <- CRSPday_zoo # Compute univariate volatility model RM <- UnivVola(y[, 1], type = "RiskMetrics", lambda = -1, center = TRUE) # Extract log likelihood logLik(RM) # Compute AIC AIC(RM)