[Gogarch-commits] r28 - in pkg: . inst man

[noreply at r-forge.r-project.org]

Author: bpfaff
Date: 2009-02-23 22:29:24 +0100 (Mon, 23 Feb 2009)
New Revision: 28

Modified:
   pkg/DESCRIPTION
   pkg/inst/ChangeLog
   pkg/man/gogarch.Rd
Log:
Fixed example section in gogarch.Rd


Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2009-02-18 20:50:28 UTC (rev 27)
+++ pkg/DESCRIPTION	2009-02-23 21:29:24 UTC (rev 28)
@@ -2,7 +2,7 @@
 Version: 0.6-7
 Type: Package
 Title: Generalized Orthogonal GARCH (GO-GARCH) models
-Date: 2009-02-18
+Date: 2009-02-23
 Author: Bernhard Pfaff
 Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
 Depends: R (>= 2.7.0), methods, stats, graphics, fGarch, fastICA

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2009-02-18 20:50:28 UTC (rev 27)
+++ pkg/inst/ChangeLog	2009-02-23 21:29:24 UTC (rev 28)
@@ -1,3 +1,7 @@
+2009-02-23  Dr. Bernhard Pfaff  <bp at callisto>
+
+	* man/gogarch.Rd: Replaced method with estby in example section.
+
 2009-02-18  Dr. Bernhard Pfaff  <bp at callisto>
 
 	* man/gogarch.Rd: Adjusted Rd-file.

Modified: pkg/man/gogarch.Rd
===================================================================
--- pkg/man/gogarch.Rd	2009-02-18 20:50:28 UTC (rev 27)
+++ pkg/man/gogarch.Rd	2009-02-23 21:29:24 UTC (rev 28)
@@ -103,7 +103,7 @@
 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",
+gogmm <- gogarch(sectors, formula = ~garch(1,1), estby = "mm",
          lag.max = 100)
 gogmm
 ## Boswijk / van der Weide (2006)
@@ -111,14 +111,14 @@
 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")
+          estby = "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))
+         estby = "ml", control = list(iter.max = 1000))
 gogml
 solve(gogml at Z)
 }