[R-SIG-Finance] rmgarch package code

[alexios]

Dear Jun,

This is an R finance mailing list so please address the list, not me 
directly.

The code is written in Rcpp and the source code can be found under the 
'src' folder in the source distribution in the copulas.cpp file.

Alexios


On 02/02/2015 04:40, jun wang wrote:
> 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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