On 12-05-18 12:56 PM, jaimie villanueva wrote:
hi
someone can show me how can i get the source code of a function. Is a S4
class or Method. (I'm not an expert in R environment)
Exactly, Function "ugarchsim" from library (rugarch).
I need to know (in detailed ) how the variance and mean ecuation of a
arma/garch process are calculated.
With other packages like "fGarch" i used to invoked the function debug ()
and allows me to step into the functions but with ugarchsim i can't use it.
any suggestions are well received
See Uwe Ligges's article in R News,
Accessing the sources. Uwe Ligges, R News, 6(4):43-45, October 2006
There's a link to it in the "Technical Papers" section of the HTML help
pages.
Duncan Murdoch
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