DE |
Market in Disequilibrium Model |
DlhoodDatanhrho |
Derivative of likelihood with respect to the inverse hyperbolic tangent of correlation |
DlhoodDbeta1 |
Derivative of likelihood with respect to the coefficients of equation 1 |
DlhoodDlogsigma11 |
Derivative of likelihood with respect to the log of variance for equation 1 |
DllhoodDatanhrho |
Derivative of log likelihood with respect to the inverse hyperbolic tangent of correlation |
DllhoodDbeta1 |
Gradient of log likelihood with respect to the coefficients of equation 1 |
DllhoodDlogsigma11 |
Derivative of log likelihood with respect to the log of variance for equation 1 |
GradientDE |
Gradient of log likelihood with respect to all parameters |
LLikelihoodDE |
Negative log likelihood of market in disequilibrium model |
nGradientDE |
Negative gradient of log likelihood with respect to all parameters |
predict.DE |
Predict method for class 'DE' |
summary.DE |
Summary method for class 'DE' |
TransformSigma_PDtoR3 |
TransformSigma_PDtoR3 |
TransformSigma_R3toPD |
TransformSigma_R3toPD |