[R-SIG-Finance] Question rmgarch

[alexios ghalanos]

Please READ the documentation/manual.

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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.
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-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?
>