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ccgarch (version 0.2.2)

tr.func: Logistic transition function

Description

This function computes values from a Logistic transition function.

Usage

tr.func(tr.par, tr.var)

Arguments

tr.par
a vector of parameters $(2 \times 1)$
tr.var
a vector of transition variable $(T \times 1)$

Value

  • a vector of transition function $(T \times 1)$

References

Ter"asvirta, T. (1994): Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models, Journal of the American Statistical Association, 89, 208--218.

See Also

stcc.sim