[Gogarch-commits] r26 - in pkg: . inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Feb 13 23:03:21 CET 2009
Author: bpfaff
Date: 2009-02-13 23:03:21 +0100 (Fri, 13 Feb 2009)
New Revision: 26
Modified:
pkg/DESCRIPTION
pkg/inst/ChangeLog
pkg/man/Orthom-class.Rd
pkg/man/VDW.Rd
pkg/man/gogarch.Rd
Log:
Man pages fixed (see ChangeLog).
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2009-02-11 20:20:45 UTC (rev 25)
+++ pkg/DESCRIPTION 2009-02-13 22:03:21 UTC (rev 26)
@@ -1,8 +1,8 @@
Package: gogarch
-Version: 0.6-6
+Version: 0.6-7
Type: Package
Title: Generalized Orthogonal GARCH (GO-GARCH) models
-Date: 2009-02-11
+Date: 2009-02-13
Author: Bernhard Pfaff
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
Depends: R (>= 2.7.0), methods, stats, graphics, fGarch, fastICA
@@ -11,3 +11,4 @@
License: GPL (>= 2)
LazyLoad: yes
LazyLoad: yes
+
Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog 2009-02-11 20:20:45 UTC (rev 25)
+++ pkg/inst/ChangeLog 2009-02-13 22:03:21 UTC (rev 26)
@@ -1,4 +1,10 @@
-2009-02-11 Dr. Bernhard Pfaff <bp at callisto>
-
- * DESCRIPTION: Initial upload to CRAN.
-
+2009-02-13 Dr. Bernhard Pfaff <bp at callisto>
+
+ * man/Orthom-class.Rd: Fixed documentation for methods.
+ * man/VDW.Rd: Fixed line breaks for urls.
+ * man/gogarch.Rd: Fixed line breaks in example section.
+
+2009-02-11 Dr. Bernhard Pfaff <bp at callisto>
+
+ * DESCRIPTION: Initial upload to CRAN.
+
Modified: pkg/man/Orthom-class.Rd
===================================================================
--- pkg/man/Orthom-class.Rd 2009-02-11 20:20:45 UTC (rev 25)
+++ pkg/man/Orthom-class.Rd 2009-02-13 22:03:21 UTC (rev 26)
@@ -32,10 +32,10 @@
\section{Methods}{
\describe{
- \S4method{M}{Returns the slot \code{M} of class \code{Orthom}.}
- \S4method{print}{print-method for objects of class \code{Orthom}.}
- \S4method{show}{show-method for objects of class \code{Orthom}.}
- \S4method{t}{Transpose of \code{object at M}.}
+ \item{M}{Returns the slot \code{M} of class \code{Orthom}.}
+ \item{print}{print-method for objects of class \code{Orthom}.}
+ \item{show}{show-method for objects of class \code{Orthom}.}
+ \item{t}{Transpose of \code{object at M}.}
}
}
Modified: pkg/man/VDW.Rd
===================================================================
--- pkg/man/VDW.Rd 2009-02-11 20:20:45 UTC (rev 25)
+++ pkg/man/VDW.Rd 2009-02-13 22:03:21 UTC (rev 26)
@@ -39,7 +39,8 @@
}
\references{
- \url{http://www.nasdaq.com}, \url{http://www.djindexes.com} \\
+ \url{http://www.nasdaq.com}\cr
+ \url{http://www.djindexes.com}\cr
\url{http://qed.econ.queensu.ca/jae/2002-v17.5/van_der_weide}
}
Modified: pkg/man/gogarch.Rd
===================================================================
--- pkg/man/gogarch.Rd 2009-02-11 20:20:45 UTC (rev 25)
+++ pkg/man/gogarch.Rd 2009-02-13 22:03:21 UTC (rev 26)
@@ -103,19 +103,22 @@
BVDWSTOXX <- diff(log(BVDWSTOXX))
sectors <- BVDWSTOXX[, c("AutoParts", "Banks", "OilGas")]
sectors <- apply(sectors, 2, scale, scale = FALSE)
-gogmm <- gogarch(sectors, formula = ~garch(1,1), method = "mm", lag.max = 100)
+gogmm <- gogarch(sectors, formula = ~garch(1,1), method = "mm",
+ lag.max = 100)
gogmm
## Boswijk / van der Weide (2006)
data(BVDW)
BVDW <- zoo(x = BVDW[, -1], order.by = BVDW[, 1])
BVDW <- diff(log(BVDW)) * 100
-gognls <- gogarch(BVDW, formula = ~garch(1,1), scale = TRUE, method = "nls")
+gognls <- gogarch(BVDW, formula = ~garch(1,1), scale = TRUE,
+ method = "nls")
gognls
## van der Weide (2002)
data(VDW)
var1 <- VAR(scale(VDW), p = 1, type = "const")
resid <- residuals(var1)
-gogml <- gogarch(resid, ~garch(1, 1), scale = TRUE, method = "ml", control = list(iter.max = 1000))
+gogml <- gogarch(resid, ~garch(1, 1), scale = TRUE,
+ method = "ml", control = list(iter.max = 1000))
gogml
solve(gogml at Z)
}
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