In this presentation: http://www.rinfinance.com/agenda/2013/talk/AlexiosGhalanos.pdf
there is a bit of code on page 16 (and copied below) that loads a library called racd. I cannot seem to find racd. Can someone point me in the right direction? Thanks, Mark library(racd) library(rugarch) data(sp500ret) spec = acdspec(variance.model=list(model=”sGARCH”, variance.targeting=TRUE), distribution.model=list(model=”nig”,skewOrder=c(1,0,1), shapeOrder=c(1,1,1),skewmodel=”quad”,shapemodel=”pwl”)) mod = acdfit(spec, sp500ret, solver=”msoptim”,solver.control=list(restarts=5)) _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
