[R-SIG-Finance] Question rmgarch

alexios ghalanos alexios at 4dscape.com
Wed Jul 1 19:34:32 CEST 2015

Please READ the documentation/manual.


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.


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?

More information about the R-SIG-Finance mailing list