optimizer initial parameter estimatesl

EchoRLiu / robustGarch

robGarch package - GSoC 2020 Project - The R Project for Statistical Computing

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Open martinrd3D opened 3 years ago

martinrd3D commented 3 years ago

make optimizer_x0 = c(0.1, 0.2, 0.7) the default for robGarch

EchoRLiu commented 3 years ago

To be discussed

robustport commented 4 days ago

Wow, that is a long time ago. Currently the default is = FALSE. But my suggested initial parameter values is pretty reasonable.