Joint maximum likelihood estimation as implemented by fGarch::sgedFit.
Arguments
- x
a (non-empty) numeric vector of data values.
- na.rm
logical. Should missing values be removed?
- ...
currently affects nothing.
Value
mlsged
returns an object of class
univariateML
.
This is a named numeric vector with maximum likelihood estimates for the
parameters mean
, sd
, nu
, xi
, and the following attributes:
model
The name of the model.
density
The density associated with the estimates.
logLik
The loglikelihood at the maximum.
support
The support of the density.
n
The number of observations.
call
The call as captured my
match.call