LIHNPSD_standardfit_test:
Internal utility to test the stability of LIHNPSD_standardfit_fn
Description
Internal utility to test the stability of LIHNPSD_standardfit_fn
Usage
LIHNPSD_standardfit_test(d, r, hist, plotqq = 1, weights = list(), merge_tails = c(0, 0))
Arguments
d
A PSD S3 object representing initial guess of the PSD parameters
r
Input log-return series
plotqq
TRUE/FALSE: Plot intermediate charts oor not
weights
Specify the weights of each component in the nonlinear fit, defaults are 1.
merge_tails
Specify the numbers of data points to merge in both tails when processing histogram
Value
LIHNPSD_standardfit_fn