[R-SIG-Finance] A question about the package "ccgarch"

[Brian G. Peterson]

The .Call is calling some other compiled code. See the R package 
development documentation.

zhucai4 wrote:
> Hello everyone:
>
> I am a new user to the package "ccgarch". I have a question about one function "dcc.estimation" in the package. In this function , a subfunction "vector.garch" is used to calculate conditional variances. However, when I type: 
>   
>> library(ccgarch)
>> vector.garch
>>     
> the code of "vector.garch" is as follows:
> function (dvar, a, A, B) 
> {
>     dvar <- dvar^2
>     .Call("vector_garch", dvar, a, A, B)
> }
> <environment: namespace:ccgarch>
>
> And I find the "vector_garch" in the source code zip, the code is as follows:
> #computing vector GARCH volatilities: valid for CCC, ECCC, DCC, EDCC models
> vector.garch <- function(dvar, a, A, B){
>       dvar <- dvar^2           # dvar = eps
>      .Call("vector_garch", dvar, a, A, B)
> }
>
> My question is : how can these lines of code be able to calculate conditional variances in the package? I feel confused.
>
> Thank you very much for any help about my problem.
>                                                                            ZHU Cai
>
> 	[[alternative HTML version deleted]]
>
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock