[R-SIG-Finance] Question rmgarch

[Daniel Melendez]

thx

On Wed, Jul 1, 2015 at 12:34 PM, alexios ghalanos <alexios at 4dscape.com>
wrote:

> Please READ the documentation/manual.
>
> -----------------
> qfft
>
> signature(object = "goGARCHfft") This takes additional argument “index”
> to indicate the particular time point, and returns an interpolated
> quantile function which may be called like any other “q” type quantile
> function. This may also be used to generate pseudo-random variables from
> the distribution by using random standard uniform numbers as inputs.
> ------------------
>
>
>
> -Alexios
>
> On 01/07/2015 18:28, Daniel Melendez wrote:
> > Hello All -
> >
> > Is there a sampling function already created within the package once the
> > density is formed by FFT?  Or is this something the analyst will have to
> > create?
> >
>



-- 
Regards

Daniel Melendez

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