[Highfrequency-commits] r106 - pkg/highfrequency/man

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

Author: kboudt
Date: 2014-09-03 17:40:07 +0200 (Wed, 03 Sep 2014)
New Revision: 106

Modified:
   pkg/highfrequency/man/spotvol.Rd
Log:


Modified: pkg/highfrequency/man/spotvol.Rd
===================================================================
--- pkg/highfrequency/man/spotvol.Rd	2014-09-03 12:23:34 UTC (rev 105)
+++ pkg/highfrequency/man/spotvol.Rd	2014-09-03 15:40:07 UTC (rev 106)
@@ -1,3 +1,4 @@
+
 % Generated by roxygen2 (4.0.1): do not edit by hand
 \name{spotvol}
 \alias{spotvol}
@@ -7,7 +8,7 @@
   marketopen = "09:30:00", marketclose = "16:00:00", tz = "GMT")
 }
 \arguments{
-\item{data}{Either an \code{\link{xts}} object, containing price data, or a
+\item{data}{Either an \code{xts} object, containing price data, or a
 \code{matrix} containing returns. For price data, irregularly spaced
 observations are allowed. They will be aggregated to the level specified by
 parameters \code{on} and \code{k}. For return data, the observations are
@@ -83,7 +84,7 @@
 
 \code{ugarchfit}
 
-A \code{\link{ugarchfit}} object, as used by the \code{\link{rugarch}}
+A \code{ugarchfit} object, as used by the \code{rugarch}
 package, containing all output from fitting the GARCH model to the data.
 Methods that provide this output: \code{"garch"}.
 }
@@ -146,7 +147,7 @@
 Default = 5. \cr
 \code{P2} \tab Same as \code{P1}, but for the sinus terms. Default = 5.\cr
 \code{init} \tab A named list of initial values to be used in the
-optimization routine (\code{"BFGS"} in \code{\link{optim}}). Default =
+optimization routine (\code{"BFGS"} in \code{optim}). Default =
 \code{list(sigma = 0.03, sigma_mu = 0.005, sigma_h = 0.005, sigma_k = 0.05,
 phi = 0.2, rho = 0.98, mu = c(2, -0.5), delta_c = rep(0, max(1,P1)),
 delta_s = rep(0, max(1,P2)))}. See Beltratti & Morana (2001) for a definition
@@ -154,7 +155,7 @@
 For parameters not specified in \code{init}, the default initial value will
 be used.\cr
 \code{control} \tab A list of options to be passed down to
-\code{\link{optim}}.
+\code{optim}.
 }
 Outputs (see 'Value' for a full description of each component):
 \itemize{
@@ -166,7 +167,7 @@
 a random walk, an autoregressive process, a stochastic cyclical process and
 a deterministic cyclical process. The model is estimated using a
 quasi-maximum likelihood method based on the Kalman Filter. The package
-\code{\link[=fkf]{FKF}} is used to apply the Kalman filter. In addition to
+\code{\FKF} is used to apply the Kalman filter. In addition to
 the spot volatility estimates, all parameter estimates are returned.
 
 \strong{Nonparametric filtering (\code{"kernel"})}
@@ -266,15 +267,15 @@
 Parameters:
 \tabular{ll}{
 \code{model} \tab String specifying the type of test to be used. Options
-include \code{"sGARCH", "eGARCH"}. See \code{\link{ugarchspec}} in the
-\code{\link{rugarch}} package. Default = \code{"eGARCH"}. \cr
+include \code{"sGARCH", "eGARCH"}. See \code{\ugarchspec} in the
+\code{rugarch} package. Default = \code{"eGARCH"}. \cr
 \code{garchorder} \tab Numeric value of length 2, containing the order of
 the GARCH model to be estimated. Default = \code{c(1,1)}. \cr
 \code{dist} \tab String specifying the distribution to be assumed on the
-innovations. See \code{distribution.model} in \code{\link{ugarchspec}} for
+innovations. See \code{distribution.model} in \code{ugarchspec} for
 possible options. Default = \code{"norm"}. \cr
 \code{solver.control} \tab List containing solver options.
-See \code{\link{ugarchfit}} for possible values. Default = \code{list()}. \cr
+See \code{ugarchfit} for possible values. Default = \code{list()}. \cr
 \code{P1} \tab A positive integer corresponding to the number of cosinus
 terms used in the flexible Fourier specification of the periodicity function.
 Default = 5. \cr
@@ -286,11 +287,11 @@
 \item{\code{ugarchfit}}
 }
 This method generates the external regressors needed to model the intraday
-seasonality with a Flexible Fourier form. The \code{\link{rugarch}} package
+seasonality with a Flexible Fourier form. The \code{rugarch} package
 is then employed to estimate the specified GARCH(1,1) model.
 
 Along with the spot volatility estimates, this method will return the
-\code{\link{ugarchfit}} object used by the \code{\link{rugarch}} package.
+\code{ugarchfit} object used by the \code{rugarch} package.
 }
 \examples{
 data(sample_real5minprices)