Displaying 1 result from an estimated 1 matches for "garchllh".
2008 Oct 14
0
nlm return wrong function value - garch fitting
I am using nlm to maximize a likelihood function. When I call the likelihood
function (garchLLH) via nlm however, nlm returns the wrong value of the
function.
When I test the likelihood function manually I get the correct answer. I'm
probably doing something really stupid, maybe someone can point it out for
me.
###############this is the function i am trying to minimize ###########...