[R-SIG-Finance] garchFit - Strange behaviour of trace argument [C1]
Yohan Chalabi
chalabi at phys.ethz.ch
Thu Apr 17 15:21:40 CEST 2008
>>>> "SAC" == sylvain.archenault at sgcib.com
>>>> on Thu, 17 Apr 2008 11:33:03 +0200
SAC> This morning, I found a strange behaviour in the garchFit
SAC> method. Fitting
SAC> with trace=T doesn't give the same fitted value for h.t
SAC> (or sigma.t) :
This problem is already fixed in the dev-version of fGarch.
Not dev-version of Rmetrics packages are available at R-Forge.
regards,
Yohan
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