[R-SIG-Finance] About rugarch (message to alexios)

[alexios ghalanos]

Jaimie,
1. This is a mailing list so do not start a message by addressing it to 
one individual.
2. Following from 1, your message has no context for anyone but myself 
which defeats the purpose of posting to a mailing list.

Your original question was:

 > My question is in line with function "ugarchsim". With the package
 > "fGarch" to be sure about what the simulation function is doing, i
 > used to use a function call "debug" wich allows you to make a step by 
 > step analysis. To me it's usefull to understand, for example, how de 
 > variance of a garch process are calculated, or the innovations, how
 > they have been calculated. The main purpose is to ensure that
 > functions are doing what i really want. The debug function allows you 
 > to see the formulas and you can type any variable and returns it's
 > value.
 > But when i try to do the same with the function "ugarchsim",  i
 > can't. I can't get into the formula to see the process of
 > calculating."

I mentioned that the package uses S4 methods and classes which add a 
layer of abstraction on top of the code. If  you do not know what these 
are, there are many resources online to learn about R, S3, S4 etc. The 
same goes about how to source the code or see under the hood (it is OPEN 
SOURCE).

Regards,
Alexios


On 17/05/2012 09:36, jaimie villanueva wrote:
> First, I apologize because i`m not an expert using R. I'm not sure to
> understand you when you say "The rugarch provide an added layer of
> abstraction on top of the code".
> you mean that i can access to that added layer?
>
> Second is : How can i look at the source code?
>
> regards
>
> Jaimie
>
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