[R-SIG-Finance] How to obtain the algorithm for ugarchspec() and ugarchfit() functions?

[Brian G. Peterson]

On 09/22/2013 06:08 AM, aparna roy wrote:
> Hi,
>
> I am looking for a function that allows me to do garch (p,q) modelling with
> selective lags only for
>
> p and q ( e.g. p1, p6 , m3, m6 etc.). But, since I couldn’t find such a
> function, I am trying to alter the code
>
> for the above said functions to fit my need and hence, need the algorithm
> used in the above said
>
> functions.
>
> How could I access the algorithms on which these functions were modelled?
> Could someone please
>
> help me with that? Thanks. Any help would be greatly appreciated. Thanks.

You sent five essentially identical messages to this list in 16 minutes.

Not one of them contains a single line of R code or enough information 
to answer your questions.

Please go away, RTFM, and write some code.

After that, please search the mailing list archives, where questions 
similar to yours have been asked hundreds of times, and promptly 
answered when they followed the posting guide:

http://www.r-project.org/posting-guide.html

The documentation for rugarch is quite extensive, including the 
algorithms used.  This is also open source, so you can and should read 
the code.  Further, rugarch is discussed frequently on this list, and 
many people here have shown a willingness to help people who put in a 
little effort not to waste the list's time.

In the unlikely event that your question hasn't been previously answered 
on this list, then feel free to email this list with a (single!) 
carefully composed reproducible example, including code and sample data, 
that makes very clear where you're still having trouble.

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