[R-SIG-Finance] help with garchSim

[Dirk Eddelbuettel]

On 1 February 2008 at 19:55, tom soyer wrote:
| simulate.garch of S+. I assume that there is no simulate.garch in R. I am

Well you could always test your assumption.  A quick

	> RSiteSearch("simulate garch") 

yields 14 hits. While the first two are off, the rest leads you the right
way.  That said, there are no canned replacement functions that exactly redo
the S+ code.

You could try to write some -- IIRC Insightful created some compatibility
layers, and folks like Paul Gilbert who have been living between S+ and R for
at least a decade even have RNGs that create identical sequences to get the
same quasi-random numbers.



-- 
Three out of two people have difficulties with fractions.