[R-SIG-Finance] look at the underlying source code

[Brian G. Peterson]

On Thu, 2012-05-17 at 19:40 +0200, jaimie villanueva wrote:
> hi
> 
> someone can show me how can i get the source code of a function. Exactly,
> Function "ugarchsim" from library (rugarch).
> I need to know (in detailed ) how the variance and  mean ecuation of a
> arma/garch process are calculated.
> With other packages like "fGarch" i used to invoked the function debug ()
> and allows me to step into the functions but with ugarchsim i can't use it.
> 
> any suggestions are well received

1> this is not a finance question.  Please direct general R questions to
r-help, and/or follow the advice that Alexios already gave you to look
up the answer.

2> all the code is on R-Forge, download it and look.

3> much of the rugarch and rmgarch code is compiled, and other parts of
it are S4, these are not as easy to debug into as vanilla R code.  See
the answer to 1> above for details on how to do this, and pursue further
non-finance questions about it on r-help, not here.

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock