Commit 1d07926c authored by Dirk Eddelbuettel's avatar Dirk Eddelbuettel

New upstream version 3042.83.1

parent 72514ef0
Package: fGarch
Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Date: 2017-11-12
Version: 3042.83
Version: 3042.83.1
Author: Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb],
......@@ -19,6 +19,6 @@ LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org
NeedsCompilation: yes
Packaged: 2017-11-16 17:28:34 UTC; Tobias Setz
Packaged: 2019-01-31 16:42:21 UTC; hornik
Repository: CRAN
Date/Publication: 2017-11-16 22:49:18 UTC
Date/Publication: 2019-01-31 17:27:52 UTC
8ddf42e368503fb9cb47500e2e44adab *ChangeLog
5a59675a293129c9476b3070c1c0825b *DESCRIPTION
40e262af2a2fe8ae321eae5b8fe244c6 *NAMESPACE
077fca6f610d0a7d996f7f87e38f886f *DESCRIPTION
9d7b0f81c87a9bec600578f724e1d150 *NAMESPACE
c7a13a689bb6a905b6bbd9d191c7f0df *R/class-fGARCH.R
0eb2fa2612486d6e24b7ca89f27003c2 *R/class-fGARCHSPEC.R
d53cb36b9fc1fbeb20a7fafd7aa9f0b5 *R/dist-absMoments.R
......@@ -40,7 +40,7 @@ b70ab1c76855204cac6a878bc7c561f2 *R/loglik.R
39efcefff0257a13ba13c2807d1c0b6c *R/methods-coef.R
c96b4ee7ae023be36581ff7a27ce50f9 *R/methods-fitted.R
7f19cf78ce22bbab0b2322e96def3b39 *R/methods-formula.R
fd9a4a9bea168c7e37df25deb8efae28 *R/methods-plot.R
28be398a4998ee2b3b73efcf6cae7f63 *R/methods-plot.R
578a3adf72204cdb6d41e25cbde0373e *R/methods-predict.R
c46ae3e7eb3ca4eaffbf35b6be00ab35 *R/methods-residuals.R
332ad409cd0a8c3cac3ad482a53f4f32 *R/methods-show.R
......@@ -49,8 +49,8 @@ c70f026e5bcd8c423e95fc44961fe7fb *R/methods-summary.R
1b223cf816ecee7b9fe1d26245fe9baa *R/methods-volatility.R
8da3513457c3bc1ac9d1edd0ef14d5c1 *R/mgarch-FitFromFormula.R
ffa21c2bbe8da31f47d9a7b89bf7b61b *R/zzz.R
546b76b0202b84b735595992648ae3ea *data/dem2gbp.csv
e5b90a876ee62efb665b30b250b5c60e *data/sp500dge.csv
39921b36310c2c6a757a426c0696e1b2 *data/dem2gbp.csv.bz2
9ad0e1c0365f6b5d07c44c01e7116ac8 *data/sp500dge.csv.bz2
70a0d93bc75a19be75bdab2f50fc48a0 *inst/THANKS
665e719c6c9360340268b2e6ac891515 *inst/unitTests/Makefile
6daf0e9de9a62ce7c24edd2e9cd2f7e1 *inst/unitTests/runTests.R
......
......@@ -79,19 +79,19 @@ export(
".interactiveGarchPlot",
".multGarchPlot",
".normCondDist",
".plot.garch.1",
".plot.garch.10",
".plot.garch.11",
".plot.garch.12",
".plot.garch.13",
".plot.garch.2",
".plot.garch.3",
".plot.garch.4",
".plot.garch.5",
".plot.garch.6",
".plot.garch.7",
".plot.garch.8",
".plot.garch.9",
".plot_garch_1",
".plot_garch_10",
".plot_garch_11",
".plot_garch_12",
".plot_garch_13",
".plot_garch_2",
".plot_garch_3",
".plot_garch_4",
".plot_garch_5",
".plot_garch_6",
".plot_garch_7",
".plot_garch_8",
".plot_garch_9",
".psged",
".psnorm",
".psstd",
......
......@@ -20,19 +20,19 @@
# plot Plot method for an object of class 'fGARCH'
# .interactiveGarchPlot Plot interactively
# .multGarchPlot Arrange multivariate Plots
# .plot.garch.1 Plot Time Series
# .plot.garch.2 Plot Conditional SD
# .plot.garch.3 Plot Series with 2 Conditional SD Superimposed
# .plot.garch.4 Plot ACF of Observations
# .plot.garch.5 Plot ACF of Squared Observations
# .plot.garch.6 Plot Cross Correlation
# .plot.garch.7 Plot Residuals
# .plot.garch.8 Plot Conditional SDs
# .plot.garch.9 Plot Standardized Residuals
# .plot.garch.10 Plot ACF of Standardized Residuals
# .plot.garch.11 Plot ACF of Squared Standardized Residuals
# .plot.garch.12 Plot Cross Correlation between r^2 and r
# .plot.garch.13 Plot QQ-Plot of Standardized Residuals"
# .plot_garch_1 Plot Time Series
# .plot_garch_2 Plot Conditional SD
# .plot_garch_3 Plot Series with 2 Conditional SD Superimposed
# .plot_garch_4 Plot ACF of Observations
# .plot_garch_5 Plot ACF of Squared Observations
# .plot_garch_6 Plot Cross Correlation
# .plot_garch_7 Plot Residuals
# .plot_garch_8 Plot Conditional SDs
# .plot_garch_9 Plot Standardized Residuals
# .plot_garch_10 Plot ACF of Standardized Residuals
# .plot_garch_11 Plot ACF of Squared Standardized Residuals
# .plot_garch_12 Plot Cross Correlation between r^2 and r
# .plot_garch_13 Plot QQ-Plot of Standardized Residuals"
# .qqDist Quantile-Quantile Points
# .qqLine Quantile-Quantile Line
################################################################################
......@@ -74,7 +74,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
"ACF of Squared Standardized Residuals",
"Cross Correlation between r^2 and r",
"QQ-Plot of Standardized Residuals"),
plotFUN = paste(".plot.garch", 1:13, sep = "."),
plotFUN = paste(".plot_garch", 1:13, sep = "_"),
which = which, ...)
}
......@@ -158,11 +158,11 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
title = "\nMake a plot selection (or 0 to exit):")
# up to 19 plot functions ...
switch (pick,
.plot.garch.1(x), .plot.garch.2(x), .plot.garch.3(x),
.plot.garch.4(x), .plot.garch.5(x), .plot.garch.6(x),
.plot.garch.7(x), .plot.garch.8(x), .plot.garch.9(x),
.plot.garch.10(x), .plot.garch.11(x), .plot.garch.12(x),
.plot.garch.13(x))
.plot_garch_1(x), .plot_garch_2(x), .plot_garch_3(x),
.plot_garch_4(x), .plot_garch_5(x), .plot_garch_6(x),
.plot_garch_7(x), .plot_garch_8(x), .plot_garch_9(x),
.plot_garch_10(x), .plot_garch_11(x), .plot_garch_12(x),
.plot_garch_13(x))
}
}
......@@ -170,7 +170,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.1 <-
.plot_garch_1 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -190,7 +190,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.2 <-
.plot_garch_2 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -210,7 +210,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.3 <-
.plot_garch_3 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -234,7 +234,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.4 <-
.plot_garch_4 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -254,7 +254,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.5 <-
.plot_garch_5 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -275,7 +275,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.6 <-
.plot_garch_6 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -296,7 +296,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.7 <-
.plot_garch_7 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -315,7 +315,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.8 <-
.plot_garch_8 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -335,7 +335,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.9 <-
.plot_garch_9 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -355,7 +355,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.10 <-
.plot_garch_10 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -375,7 +375,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.11 <-
.plot_garch_11 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -395,7 +395,7 @@ setMethod(f = "plot", signature(x = "fGARCH", y = "missing"), definition =
# ------------------------------------------------------------------------------
.plot.garch.12 <-
.plot_garch_12 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......@@ -416,7 +416,7 @@ function(x, ...)
# ------------------------------------------------------------------------------
.plot.garch.13 <-
.plot_garch_13 <-
function(x, ...)
{
# A function implemented by Diethelm Wuertz
......
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