ghyp (version 0.9.3)

mle.ghypmv-class: Class mle.ghypmv

Description

The class mle.ghypmv inherits from the class ghypmv. In addition to the class ghypmv this class stores fitting information. Namely the number of iterations n.iter, the log likelihood value llh, the Akaike Information Criterion aic, a boolean vector stating which parameters were fitted fitted.params, a boolean converged whether the fitting procedure converged or not, an error.code which stores the status of a possible error and the corresponding error.message

Objects from the Class

Objects should only be created by calls to the fitting routines like fit.ghypmv, fit.hypmv, fit.NIGmv , fit.VGmv and fit.tmv .

Extends

Class "ghypmv", directly. Class "ghypbase", by class "ghypmv", distance 2.

Methods

A pairs method (see pairs). A mean method (see mean). A vcov method (see vcov).

See Also

optim for an interpretation of error.code and error.message, fit.ghypmv where objects of class mle.ghypuv were created, ghypmv-class to have a look on the base class.

Examples

data(smi.stocks)
  fit.ghypmv(data=smi.stocks,opt.pars=c(lambda=FALSE, alpha.bar=FALSE),lambda=2)