[Uwgarp-commits] r74 - pkg/GARPFRM/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Feb 8 19:05:43 CET 2014
Author: rossbennett34
Date: 2014-02-08 19:05:42 +0100 (Sat, 08 Feb 2014)
New Revision: 74
Modified:
pkg/GARPFRM/man/fcstGarch11.Rd
pkg/GARPFRM/man/garch11.Rd
Log:
Updated man files after roxygenizing
Modified: pkg/GARPFRM/man/fcstGarch11.Rd
===================================================================
--- pkg/GARPFRM/man/fcstGarch11.Rd 2014-02-08 18:04:58 UTC (rev 73)
+++ pkg/GARPFRM/man/fcstGarch11.Rd 2014-02-08 18:05:42 UTC (rev 74)
@@ -5,8 +5,11 @@
fcstGarch11(object, window)
}
\arguments{
- \item{object}{a garch11 object created by
+ \item{garch11}{object created by
\code{\link{GARCH(1,1)}}}
+
+ \item{window}{is the forecast window (default is set to
+ window = 100)}
}
\description{
Description of forecast GARCH(1,1)
Modified: pkg/GARPFRM/man/garch11.Rd
===================================================================
--- pkg/GARPFRM/man/garch11.Rd 2014-02-08 18:04:58 UTC (rev 73)
+++ pkg/GARPFRM/man/garch11.Rd 2014-02-08 18:05:42 UTC (rev 74)
@@ -2,10 +2,22 @@
\alias{garch11}
\title{GARCH(1,1)}
\usage{
- garch11(object)
+ garch11(R, model = "sGarch", distribution.model = "norm")
}
\arguments{
- \item{object}{GARCH(1,1)}
+ \item{R}{GARCH(1,1)}
+
+ \item{model}{“sGARCH”, “fGARCH”, “eGARCH”, “gjrGARCH”,
+ “apARCH” and “iGARCH” and “csGARCH”}
+
+ \item{distribution.model.}{Valid choices are “norm” for
+ the normal distibution, “snorm” for the skew-normal
+ distribution, “std” for the student-t, “sstd” for the
+ skew-student, “ged” for the generalized error
+ distribution, “sged” for the skew-generalized error
+ distribution, “nig” for the normal inverse gaussian
+ distribution, “ghyp” for the Generalized Hyperbolic, and
+ “jsu” for Johnson's SU distribution.}
}
\description{
Description of GARCH(1,1)
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