pars.dynamicsSVM: Parameters Names and Order for Stochastic Volatility Models with Jumps

Description

The pars function returns the names of the parameters in a dynamicsSVM object in the order that they should be passed to the DNFOptim function.

Usage

# S3 method for dynamicsSVM
pars(dynamics, rho = NULL,
delta = NULL, alpha = NULL, rho_z = NULL, nu = NULL,
jump_params_list = "dummy", ...)

Value

Returns a vector of strings with the names of the parameters in the given dynamicsSVM object. The parameters names are returned in the order the parameters should be passed to the DNFOptim function

Arguments

dynamics: A dynamicsSVM object representing the model dynamics to be used for which we want to get parameter names.
rho, delta, alpha, rho_z, nu: See help(dynamicsSVM) for a description of each of these arguments individually. These arguments should be used only for custom models and can be fixed to a certain value (e.g., rho = -0.75). If they are to be estimated, they should be set to 'var' (e.g., to estimate rho set rho = 'var') and include it in the vector par to be passed to the DNFOptim function. See Note for more details on the order in which custom models should receive parameters.
jump_params_list: List of the names of the arguments in the jump parameter distribution in the order that they are used by the jump_dist function.
...: Other parameters to be passed through to function.

Examples

Run this code

mod <- dynamicsSVM(model = "Taylor")
pars(mod)

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