[R-SIG-Finance] rmgarch package code

jun wang junluke at gmail.com
Mon Feb 2 05:40:30 CET 2015


Dear Alexios,

I am looking at the source code of the rmgarch package and trying to find
the object "dccCopulaStudent" in this piece of code

ans = try(.Call("dccCopulaStudent", Qbar = Qbar, U = Qdata, Rbar = Rbar,
dcca = alpha, dccb = beta, tnu = nu, dccorder = c(1,1,1), dccsum = alpha +
beta,
PACKAGE="rmgarch"), silent = TRUE)

It seems this was wrote in C. Could you tell me how can i look at the
source code in R?

Many Thanks!!!
Jun

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