Author: chalabi
Date:   2009-11-05

    small changes in predict,fGARCH-method to correct its output when n.ahead=1 since addition of conditional errors.
    
    M pkg/fGarch/R/methods-predict.R

Author: chalabi
Date:   2009-09-28

    updated version number
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2009-09-28

    updated DESCR and ChangeLog
    
    M pkg/fGarch/ChangeLog
    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2009-08-21

    .gogarchFit function added, show and plot adapted, NAMESPACE and DESCRIPTION updated
    
    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/NAMESPACE
    M pkg/fGarch/R/methods-plot.R
    M pkg/fGarch/R/methods-show.R
    A pkg/fGarch/R/mgarch-FitFromFormula.R

Merge: 6ac0e8e ca073e3
Author: chalabi
Date:   2009-08-14

    Merge branch 'devel-fGarch'
    
Author: chalabi
Date:   2009-08-14

    cosmetic changes in help page
    
    M pkg/fGarch/man/methods-predict.Rd

Author: chalabi
Date:   2009-08-14

    new NAMESPACE structure which should ease maintenance of packages.
    
    M pkg/fGarch/NAMESPACE

Author: Chalabi
Date:   2009-06-24

    updated NAMESPACE

    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/NAMESPACE

Author: Chalabi
Date:   2009-06-13

    2*Sigma around mean of time series

    M pkg/fGarch/R/methods-plot.R

Author: wuertz
Date:   2009-05-21

    working on new specification
    
    M pkg/fGarch/NAMESPACE
    M pkg/fGarch/R/garch-Distribution.R
    M pkg/fGarch/R/garch-FitFromFormula.R
    M pkg/fGarch/R/garch-FitFromSpec.R
    M pkg/fGarch/R/garch-FitInternal.R
    D pkg/fGarch/R/garch-LogLik.R
    A pkg/fGarch/R/loglik-aparch.R
    A pkg/fGarch/R/loglik-egarch.R
    A pkg/fGarch/R/loglik.R
    M pkg/fGarch/man/garchFit.Rd

Author: wuertz
Date:   2009-05-21

    different recursion methods added, new method to calculate hessian added
    
    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/R/garch-Distribution.R
    M pkg/fGarch/R/garch-FitFromFormula.R
    M pkg/fGarch/R/garch-FitInternal.R
    M pkg/fGarch/R/garch-Hessian.R
    M pkg/fGarch/R/garch-LogLik.R
    M pkg/fGarch/R/garch-Solver.R
    M pkg/fGarch/man/garchFit.Rd

Author: wuertz
Date:   2009-05-21

    LLH function disentangled in shorter parts
    
    M pkg/fGarch/R/garch-FitInternal.R
    M pkg/fGarch/R/garch-LogLik.R

Author: wuertz
Date:   2009-05-20

    alternative garchFit interface (still hidden) now runs
    
    M pkg/fGarch/R/garch-FitFromFormula.R
    M pkg/fGarch/R/garch-FitFromSpec.R
    M pkg/fGarch/R/garch-FitInternal.R

Author: wuertz
Date:   2009-05-20

    NAMESPACE updated
    
    M pkg/fGarch/NAMESPACE
    M pkg/fGarch/R/fGarchEnv.R
    M pkg/fGarch/R/garch-FitFromFormula.R

Author: wuertz
Date:   2009-05-20

    R scripts disentangled and renamed
    
    D pkg/fGarch/R/garch-FitFormula.R
    M pkg/fGarch/R/garch-FitFromFormula.R
    M pkg/fGarch/R/garch-FitInternal.R

Author: wuertz
Date:   2009-05-20

    script file renamed
    
    
    A pkg/fGarch/R/garch-FitFromFormula.R

Author: wuertz
Date:   2009-05-20

    new interface for garchFit added, spec() based
    
    D pkg/fGarch/R/garch-Fit.R
    D pkg/fGarch/R/garch-FitControl.R
    A pkg/fGarch/R/garch-FitFormula.R
    A pkg/fGarch/R/garch-FitFromSpec.R
    A pkg/fGarch/R/garch-FitInternal.R
    A pkg/fGarch/R/garch-GlobalVars.R
    A pkg/fGarch/R/garch-SolverControl.R

Author: wuertz
Date:   2009-05-20

    some smaller fixes and NAMESPACE adapted
    
    M pkg/fGarch/NAMESPACE
    M pkg/fGarch/R/garch-Distribution.R
    M pkg/fGarch/R/garch-LogLik.R

Author: wuertz
Date:   2009-05-20

    garchLogLIk disentangled from script file garch-Fit.R
    
    M pkg/fGarch/R/garch-Fit.R
    A pkg/fGarch/R/garch-LogLik.R

Author: wuertz
Date:   2009-05-20

    Initialization disentangled from garch-Fit script file
    
    M pkg/fGarch/R/garch-Distribution.R
    M pkg/fGarch/R/garch-Fit.R
    A pkg/fGarch/R/garch-Initialization.R

Author: wuertz
Date:   2009-05-20

    script file renamed and disentangled
    
    A pkg/fGarch/R/dist-sged.R
    A pkg/fGarch/R/dist-snig.R
    A pkg/fGarch/R/dist-snorm.R
    A pkg/fGarch/R/dist-sstd.R
    A pkg/fGarch/R/garch-Distribution.R
    A pkg/fGarch/R/garch-Fit.R
    A pkg/fGarch/R/garch-FitControl.R
    A pkg/fGarch/R/garch-Gradient.R
    A pkg/fGarch/R/garch-Hessian.R
    A pkg/fGarch/R/garch-Sim.R
    A pkg/fGarch/R/garch-Solver.R
    A pkg/fGarch/R/garch-Spec.R
    A pkg/fGarch/R/garch-Stats.R
    D pkg/fGarch/R/garchFit.R
    D pkg/fGarch/R/garchFitControl.R
    D pkg/fGarch/R/garchGradient.R
    D pkg/fGarch/R/garchHessian.R
    D pkg/fGarch/R/garchSim.R
    D pkg/fGarch/R/garchSolver.R
    D pkg/fGarch/R/garchSpec.R
    D pkg/fGarch/R/garchStats.R
    D pkg/fGarch/R/sged.R
    D pkg/fGarch/R/snorm.R
    D pkg/fGarch/R/sstd.R

Author: chaussep
Date:   2009-05-15

    added a plot option to predict and adapted the manual
    
    M pkg/fGarch/R/methods-predict.R
    M pkg/fGarch/man/methods-predict.Rd

Author: chalabi
Date:   2009-05-15

    added Pierre Chausse in DESC file for contribution
    
    
    M pkg/fGarch/DESCRIPTION

Author: chaussep
Date:   2009-05-14

    Just changed the definition of mu. It is the intercept, not the mean
    
    M pkg/fGarch/R/garchSim.R
    M pkg/fGarch/man/garchSim.Rd

Author: chaussep
Date:   2009-05-14

    Added conditional errors to predict and updated nthe manual
    
    M pkg/fGarch/R/methods-predict.R
    M pkg/fGarch/man/methods-predict.Rd

Author: chalabi
Date:   2009-04-19

    added explicit version number in Depends field for key packages
    
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2009-04-02

    more explicit depends and suggests field in DESC file.
    
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2009-04-01

    updated DESC file
    
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2009-01-30

    M pkg/fGarch/R/garchSpec.R

Author: chalabi
Date:   2009-01-28

    updated version number
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2009-01-28

    changed version number to match version on CRAN + 1
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2009-01-12

    added update method for fGARCH and fGARCHSPEC object
    
    M pkg/fGarch/NAMESPACE
    A pkg/fGarch/R/methods-update.R
    M pkg/fGarch/man/class-fGARCH.Rd
    M pkg/fGarch/man/class-fGARCHSPEC.Rd

Author: chalabi
Date:   2009-01-07

    fixed conditional distribution thanks to comments of Michal Miklovic.
    
    
    M pkg/fGarch/src/dist.f

Author: wuertz
Date:   2008-12-14

    snig plot added
    
    M pkg/fGarch/R/methods-plot.R

Author: wuertz
Date:   2008-12-14

    zzz.R fGarch Library modified, I think we dont need this file at all, we have a namespace
    
    
    M pkg/fGarch/R/zzz.R

Author: wuertz
Date:   2008-12-14

    Standardized NIG as cond.dist added
    
    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/NAMESPACE
    M pkg/fGarch/R/fGarchEnv.R
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchHessian.R
    M pkg/fGarch/R/garchSolver.R
    M pkg/fGarch/R/garchStats.R
    M pkg/fGarch/R/zzz.R
    M pkg/fGarch/man/garchFit.Rd
    M pkg/fGarch/man/garchSim.Rd
    M pkg/fGarch/man/sged.Rd
    M pkg/fGarch/man/snorm.Rd

Author: chalabi
Date:   2008-10-27

    updated RUnit test files to make it run on Mac OS X
    
    M pkg/fGarch/inst/unitTests/runTests.R

Author: chalabi
Date:   2008-10-27

    updated version number
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2008-10-24

    updated version number
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2008-10-24

    fixed code/documentation mismatches
    
    M pkg/fGarch/man/methods-residuals.Rd

Author: chalabi
Date:   2008-10-10

    updated DESC files
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2008-09-26

    fixed QQ-plot when cond.dist == 'QMLE'
    
    M pkg/fGarch/R/methods-plot.R

Author: chalabi
Date:   2008-09-26

    input data were wrongly scaled at the end of function
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-09-25

    checking all packages before sending to CRAN - fBasics & fPortfolio need further work
    
    M pkg/fGarch/NAMESPACE
    M pkg/fGarch/inst/unitTests/runit.garchFit.algorithm.R
    M pkg/fGarch/inst/unitTests/runit.garchSolver.R

Author: chalabi
Date:   2008-09-24

    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/R/fGarchEnv.R
    M pkg/fGarch/R/garchFit.R
    A pkg/fGarch/R/garchGradient.R
    M pkg/fGarch/R/garchHessian.R
    D pkg/fGarch/R/garchOxFit.R
    M pkg/fGarch/R/garchSolver.R
    M pkg/fGarch/R/methods-show.R
    M pkg/fGarch/R/methods-summary.R
    M pkg/fGarch/R/zzz.R
    M pkg/fGarch/inst/unitTests/Makefile
    M pkg/fGarch/inst/unitTests/runit.garchFit.algorithm.R
    M pkg/fGarch/inst/unitTests/runit.garchSolver.R
    M pkg/fGarch/man/garchFit.Rd
    D pkg/fGarch/man/garchOxFit.Rd
    M pkg/fGarch/man/methods-summary.Rd
    M pkg/fGarch/man/methods-volatility.Rd
    A pkg/fGarch/src/Makevars
    A pkg/fGarch/src/dist.f
    A pkg/fGarch/src/llhGarch.f
    A pkg/fGarch/src/math.f

Author: chalabi
Date:   2008-08-21

    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/NAMESPACE
    M pkg/fGarch/R/fGarchEnv.R
    M pkg/fGarch/R/garchFit.R
    A pkg/fGarch/man/data.Rd
    M pkg/fGarch/man/garchFit.Rd

Author: chalabi
Date:   2008-08-19

    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-08-18

    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-08-16

    A pkg/fGarch/data/dem2gbp.csv
    A pkg/fGarch/data/sp500dge.csv

Author: chalabi
Date:   2008-08-16

    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/NAMESPACE
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchHessian.R
    M pkg/fGarch/R/garchSolver.R
    M pkg/fGarch/R/zzz.R
    M pkg/fGarch/inst/unitTests/runit.garchSolver.R
    D pkg/fGarch/src/Makevars
    D pkg/fGarch/src/garchHessian.f
    D pkg/fGarch/src/nlminbGarchA.f
    D pkg/fGarch/src/nlminbGarchB.f
    D pkg/fGarch/src/sqpGarchA.f
    D pkg/fGarch/src/sqpGarchB.f

Author: chalabi
Date:   2008-08-04

    fixed typo
    
    M pkg/fGarch/R/garchOxFit.R

Author: chalabi
Date:   2008-08-04

    global env needed for NAMESPACE
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-08-04

    M pkg/fGarch/inst/unitTests/runit.garchFit.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.faked.R

Author: chalabi
Date:   2008-08-04

    fixed problem with R-devel
    
    M pkg/fGarch/R/methods-volatility.R

Author: chalabi
Date:   2008-08-04

    M pkg/fGarch/NAMESPACE

Author: chalabi
Date:   2008-07-23

    global env in fGarch - needed because of NAMESPACE
    
    A pkg/fGarch/R/fGarchEnv.R

Author: chalabi
Date:   2008-07-23

    more NAMESPACE files
    
    A pkg/fGarch/NAMESPACE

Author: chalabi
Date:   2008-07-23

    some modification to work with NAMESPACE
    
    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchHessian.R
    M pkg/fGarch/R/sstd.R
    M pkg/fGarch/R/zzz.R
    M pkg/fGarch/src/nlminbGarchA.f
    M pkg/fGarch/src/sqpGarchA.f

Author: chalabi
Date:   2008-07-18

    use of timeSeries and timeDate
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2008-06-11

    pkgs adapted to new timeSeries pkg
    
    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/inst/unitTests/Makefile
    M pkg/fGarch/inst/unitTests/runTests.R
    M pkg/fGarch/inst/unitTests/runit.formula-methods.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.algorithm.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.aparch.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.faked.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.garch.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.init.R
    D pkg/fGarch/inst/unitTests/runit.garchOxInterface.R
    M pkg/fGarch/inst/unitTests/runit.garchSolver.R
    M pkg/fGarch/man/methods-formula.Rd

Author: chalabi
Date:   2008-06-03

    added THANKS file
    
    A pkg/fGarch/inst/THANKS

Author: chalabi
Date:   2008-05-27

    updated DESCR file
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2008-05-13

    updated DESCRIPTION files
    
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2008-05-09

    added description of 'extention' argument in help page of garchSim
    
    
    M pkg/fGarch/man/garchSim.Rd

Author: chalabi
Date:   2008-05-08

    *** empty log message ***
    
    M pkg/fGarch/R/methods-plot.R

Author: chalabi
Date:   2008-05-06

    as pointed out by Michal, there was a problem in .plot.garch.13
    
    michal miklovic
    
    I was wondering why qq plots for my models with cond.dist = std suggest that standardised residuals have thinner tails than the student distribution with the estimated shape parameter. Then, I found a possible bug in .plot.garch.13,
    
    
    M pkg/fGarch/R/methods-plot.R

Author: chalabi
Date:   2008-04-22

    changed depends section in DESCRIPTION files
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2008-04-22

    changed manual page to old version and exported new content to a User Guide
    
    
    M pkg/fGarch/man/garchFit.Rd

Author: chalabi
Date:   2008-04-22

    remove ox folder in inst
    
    D pkg/fGarch/inst/ox/GarchOxModelling.ox
    D pkg/fGarch/inst/ox/GarchOxModelling30.ox

Author: chalabi
Date:   2008-04-21

    changed warning message
    
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-04-02

    bug fixed thanks to Michal Miklovic:
    
    Hi,
    
    I wanted to estimate a garch-gjr model without leverage (which is, in fact, a garch model) using the following code:
    
    arma11gjr11n <- garchFit(~ arma(1,1) + aparch(1,1), data, delta=2,
                include.delta=FALSE, leverage=FALSE, algorithm="nlminb", hessian="rcd")
    summary(arma11gjr11n)
    
    and obtained the following error:
    
    --- START OF TRACE ---
    
    R coded nlminb Solver:
    
    Error in gamma[i] : object is not subsettable
    
    
    I would suggest to copy the below line from .garchInitParameters into .garchLLH:
    
    if(p > 0 & !leverage) gamma = rep(0, times = p)
    
    I tried this, recompiled the fGarch package and it worked fine.
    
    
    Best regards,
    
    Michal Miklovic
    
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-03-25

    changed deprecated functions with new ones
    
    
    M pkg/fGarch/man/garchSim.Rd
    M pkg/fGarch/man/methods-formula.Rd

Author: chalabi
Date:   2008-03-17

    changed charvec of simulated time series
    
    
    M pkg/fGarch/R/garchSim.R

Author: chalabi
Date:   2008-03-08

    all functions in fGarch returns a timeSeries.
    changed slot data of GARCHSPEC to numeric
    
    
    M pkg/fGarch/R/class-fGARCH.R
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchSim.R
    M pkg/fGarch/R/methods-fitted.R
    M pkg/fGarch/R/methods-plot.R
    M pkg/fGarch/R/methods-predict.R
    M pkg/fGarch/R/methods-residuals.R
    M pkg/fGarch/R/methods-show.R
    M pkg/fGarch/R/methods-summary.R
    M pkg/fGarch/R/methods-volatility.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.faked.R
    M pkg/fGarch/man/garchFit.Rd
    M pkg/fGarch/man/garchSim.Rd
    M pkg/fGarch/man/methods-coef.Rd

Author: chalabi
Date:   2008-03-08

    *** empty log message ***
    
    M pkg/fGarch/inst/unitTests/runit.formula-methods.R

Author: chalabi
Date:   2008-03-01

    M pkg/fGarch/R/garchSpec.R
    M pkg/fGarch/R/methods-show.R
    M pkg/fGarch/man/garchSpec.Rd

Author: chalabi
Date:   2008-03-01

    *** empty log message ***
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-02-29

    garchFit can now handle APARCH/GARCH(p,q) when q = 0 and give an error message for p = 0.
    
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-02-25

    removed garchOx interface
    
    
    M pkg/fGarch/R/garchOxFit.R
    M pkg/fGarch/man/00fGarch-package.Rd
    M pkg/fGarch/man/garchOxFit.Rd

Author: chalabi
Date:   2008-02-25

    *** empty log message ***
    
    M pkg/fGarch/man/00fGarch-package.Rd

Author: chalabi
Date:   2008-02-25

    *** empty log message ***
    
    M pkg/fGarch/man/00fGarch-package.Rd

Author: chalabi
Date:   2008-02-25

    *** empty log message ***
    
    M pkg/fGarch/man/00fGarch-package.Rd

Author: wuertz
Date:   2008-02-22

    D pkg/fGarch/man/class-fGarch.Rd

Author: wuertz
Date:   2008-02-22

    D pkg/fGarch/man/class-fGARCHx.Rd

Author: wuertz
Date:   2008-02-22

    misprints removed
    
    M pkg/fGarch/man/class-fGARCH.Rd

Author: wuertz
Date:   2008-02-22

    sorry didnt take care on lower and upper case
    
    
    A pkg/fGarch/man/class-fGARCH.Rd

Author: wuertz
Date:   2008-02-22

    A pkg/fGarch/man/class-fGARCHx.Rd

Author: wuertz
Date:   2008-02-22

    file fGARCH-class.Rd renamed to class-fGARCH.Rd, same for fGARCHSPEC
    
    A pkg/fGarch/man/class-fGARCHSPEC.Rd
    A pkg/fGarch/man/class-fGarch.Rd
    D pkg/fGarch/man/fGARCH-class.Rd
    D pkg/fGarch/man/fGARCHSPEC-class.Rd

Author: chalabi
Date:   2008-02-20

    "h = c(rev(spec@presample[, 2]), rep(NA, times = n)) That is, the
    second column in presample should not be raised to the power of delta
    because it is conditional variance and not conditional sigma as I
    inferred from the garchSpec function." michal miklovic
    
    
    M pkg/fGarch/R/garchSim.R

Author: chalabi
Date:   2008-02-19

    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchSim.R
    M pkg/fGarch/R/methods-predict.R
    A pkg/fGarch/man/00fGarch-package.Rd
    D pkg/fGarch/man/fGarch-package.Rd
    M pkg/fGarch/man/garchFit.Rd

Author: chalabi
Date:   2008-02-15

    *** empty log message ***
    
    M pkg/fGarch/man/garchFit.Rd

Author: chalabi
Date:   2008-02-14

    A pkg/fGarch/man/methods-formula.Rd
    D pkg/fGarch/man/methods-forumla.Rd

Author: chalabi
Date:   2008-02-14

    D pkg/fGarch/man/coef-methods.Rd
    D pkg/fGarch/man/fitted-methods.Rd
    D pkg/fGarch/man/formula-methods.Rd
    A pkg/fGarch/man/methods-coef.Rd
    A pkg/fGarch/man/methods-fitted.Rd
    A pkg/fGarch/man/methods-forumla.Rd
    A pkg/fGarch/man/methods-plot.Rd
    A pkg/fGarch/man/methods-predict.Rd
    A pkg/fGarch/man/methods-residuals.Rd
    A pkg/fGarch/man/methods-show.Rd
    A pkg/fGarch/man/methods-summary.Rd
    A pkg/fGarch/man/methods-volatility.Rd
    D pkg/fGarch/man/plot-methods.Rd
    D pkg/fGarch/man/predict-methods.Rd
    D pkg/fGarch/man/residuals-methods.Rd
    D pkg/fGarch/man/show-methods.Rd
    D pkg/fGarch/man/summary-methods.Rd
    D pkg/fGarch/man/volatility-methods.Rd

Author: chalabi
Date:   2008-02-12

    corrected typo in man page
    
    
    M pkg/fGarch/man/garchFit.Rd

Author: chalabi
Date:   2008-02-12

    changed name of file to be sure defined classes are loaded before their methods
    
    
    A pkg/fGarch/R/class-fGARCH.R
    A pkg/fGarch/R/class-fGARCHSPEC.R
    D pkg/fGarch/R/coef-methods.R
    D pkg/fGarch/R/fGARCH-class.R
    D pkg/fGarch/R/fGARCHSPEC-class.R
    D pkg/fGarch/R/fitted-methods.R
    D pkg/fGarch/R/formula-methods.R
    A pkg/fGarch/R/methods-coef.R
    A pkg/fGarch/R/methods-fitted.R
    A pkg/fGarch/R/methods-formula.R
    A pkg/fGarch/R/methods-plot.R
    A pkg/fGarch/R/methods-predict.R
    A pkg/fGarch/R/methods-residuals.R
    A pkg/fGarch/R/methods-show.R
    A pkg/fGarch/R/methods-summary.R
    A pkg/fGarch/R/methods-volatility.R
    D pkg/fGarch/R/plot-methods.R
    D pkg/fGarch/R/predict-methods.R
    D pkg/fGarch/R/residuals-methods.R
    D pkg/fGarch/R/show-methods.R
    D pkg/fGarch/R/summary-methods.R
    D pkg/fGarch/R/volatility-methods.R

Author: chalabi
Date:   2008-02-12

    garchLLH now returns the non normalized LLH
    
    
    M pkg/fGarch/src/nlminbGarchA.f
    M pkg/fGarch/src/sqpGarchA.f

Author: chalabi
Date:   2008-02-12

    fixed trace argument when optim is called
    
    
    M pkg/fGarch/R/garchSolver.R

Author: chalabi
Date:   2008-02-12

    fixed some formating
    
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-02-12

    fixed some formating
    
    
    M pkg/fGarch/R/garchSolver.R

Author: chalabi
Date:   2008-02-12

    trace argument was not in control list when nlminb function is called
    
    
    M pkg/fGarch/R/garchSolver.R

Author: chalabi
Date:   2008-02-12

    removed garchfhess subroutine. Acutally it was there only for some testing
    
    
    M pkg/fGarch/src/garchHessian.f

Author: chalabi
Date:   2008-02-12

    fixed small bugs in normalized log likelihood and in printing Call function
    
    
    M pkg/fGarch/R/summary-methods.R

Author: chalabi
Date:   2008-02-12

    make .plot.garch.10&11 work with zoo time series
    
    
    M pkg/fGarch/R/plot-methods.R

Author: chalabi
Date:   2008-02-12

    default hessian approximation calculation is now cda because fda seems
    to have problems in some cases
    
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-02-12

    calculate explicitly the diagonal element in garchhess subroutine.
    added garchfhess subroutine for test purpose
    
    
    M pkg/fGarch/src/garchHessian.f

Author: chalabi
Date:   2008-02-08

    changed version number of packages
    
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2008-02-07

    change License sectino in DESCRIPTION to the canonical
    License : GPL (>=2)
    
    
    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2008-02-06

    zzz output shortened
    
    M pkg/fGarch/R/zzz.R

Author: chalabi
Date:   2008-02-03

    r.s = object@residuals/sqrt(object@h.t) is wrong for aparch models, in which it does not hold that sigma = h^(1/2). The correct expression that holds in general is: sigma = h^(1/delta)
    
    
    M pkg/fGarch/R/summary-methods.R

Author: chalabi
Date:   2008-02-03

    sigma.t were calculated as (.series$h)^deltainv, where deltainv =
    1/fit$params$delta. However, fit$params$delta does not get updated
    with coefficient estimates and thus is always equal to 2. This leads
    to wrong calculation of sigma.t when delta is included in the optimisation.
    
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-01-29

    removed /STAT/ common block
    
    
    M pkg/fGarch/src/sqpGarchA.f

Author: chalabi
Date:   2008-01-29

    * - added IMPLICIT NONE statement in all subroutines and functions
    * - removed common block /STAT/ and added array STAT as an argument in
    *   subroutines :
    *   VARIABLES IN ARRAY STAT (STATISTICS) :
    *    IO  STAT(1) NRES  NUMBER OF RESTARTS.
    *    IO  STAT(2) NDEC  NUMBER OF MATRIX DECOMPOSITION.
    *    IO  STAT(3) NREM  NUMBER OF CONSTRAINT DELETIONS.
    *    IO  STAT(4) NADD  NUMBER OF CONSTRAINT ADDITIONS.
    *    IO  STAT(5) NIT  NUMBER OF ITERATIONS.
    *    IO  STAT(6) NFV  NUMBER OF FUNCTION EVALUATIONS.
    *    IO  STAT(7) NFG  NUMBER OF GRADIENT EVALUATIONS.
    *    IO  STAT(8) NFH  NUMBER OF HESSIAN EVALUATIONS.
    
    
    M pkg/fGarch/src/sqpGarchB.f

Author: chalabi
Date:   2008-01-29

    changed name of common block /STAT/
    
    
    M pkg/fGarch/src/sqpGarchA.f

Author: chalabi
Date:   2008-01-29

    allow interrupts from R in sqp routine
    
    
    M pkg/fGarch/src/sqpGarchB.f

Author: chalabi
Date:   2008-01-28

    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchSolver.R
    M pkg/fGarch/src/sqpGarchA.f
    M pkg/fGarch/src/sqpGarchB.f

Author: chalabi
Date:   2008-01-28

    removed print statements
    
    
    M pkg/fGarch/src/sqpGarchB.f

Author: chalabi
Date:   2008-01-28

    changes to make sqp work under linux
    
    
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchSolver.R

Author: chalabi
Date:   2008-01-28

    sqp is now running under Linux!
    
    
    M pkg/fGarch/src/sqpGarchA.f
    M pkg/fGarch/src/sqpGarchB.f

Author: chalabi
Date:   2008-01-25

    installRmetrics.R : script to install Rmetrics packages from source and its dependencies.
    
    
    
    M pkg/fGarch/src/Makevars

Author: chalabi
Date:   2008-01-22

    fixed typo in error message
    
    
    M pkg/fGarch/R/garchFit.R

Author: wuertz
Date:   2008-01-15

    mnfb added to the argument list of garchFit()
    
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/man/garchFit.Rd

Author: chalabi
Date:   2008-01-15

    *** empty log message ***
    
    M pkg/fGarch/src/nlminbGarchA.f

Author: chalabi
Date:   2008-01-15

    bug when calling function DBLEPR to print results of the
    optimization. changed argument P to NF.
    
    
    M pkg/fGarch/src/nlminbGarchA.f

Author: chalabi
Date:   2008-01-15

    .Fortran was calling the wrong subroutine,
    
    
    M pkg/fGarch/R/garchSolver.R

Author: wuertz
Date:   2008-01-14

    using garchfit for garchfit2 Fortran code
    
    M pkg/fGarch/R/garchSolver.R

Author: wuertz
Date:   2008-01-14

    new unit tests added
    
    A pkg/fGarch/inst/unitTests/runit.garchHessian.R
    A pkg/fGarch/inst/unitTests/runit.garchSolver.R

Author: wuertz
Date:   2008-01-14

    garchSolver.R added
    
    A pkg/fGarch/R/garchSolver.R

Author: wuertz
Date:   2008-01-14

    hessian argument added
    
    M pkg/fGarch/R/garchFit.R

Author: wuertz
Date:   2008-01-14

    garchFit hessian argument added
    
    M pkg/fGarch/man/garchFit.Rd

Author: wuertz
Date:   2008-01-14

    Hessian modified
    
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchHessian.R

Author: wuertz
Date:   2008-01-14

    source reference added
    
    M pkg/fGarch/R/garchHessian.R

Author: wuertz
Date:   2008-01-14

    misprint removed
    
    M pkg/fGarch/R/garchFit.R

Author: wuertz
Date:   2008-01-14

    GarchHessian added
    
    A pkg/fGarch/R/garchHessian.R

Author: wuertz
Date:   2008-01-14

    nlminb full Fortran version added
    
    D pkg/fGarch/src/GarchModellingA.f
    D pkg/fGarch/src/GarchModellingB.f
    D pkg/fGarch/src/GarchModellingC.f
    A pkg/fGarch/src/garchHessian.f
    A pkg/fGarch/src/sqpGarchA.f
    A pkg/fGarch/src/sqpGarchB.f

Author: wuertz
Date:   2008-01-14

    FDA Hessian implemented
    
    M pkg/fGarch/src/GarchModellingC.f

Author: wuertz
Date:   2008-01-13

    algorithm="NLMINB" full fortran version added!
    
    M pkg/fGarch/R/garchFit.R

Author: wuertz
Date:   2008-01-13

    full nlminb fortran implemented, now speeds
    up by a factor of about 20!
    
    M pkg/fGarch/src/GarchModellingC.f
    M pkg/fGarch/src/Makevars
    A pkg/fGarch/src/nlminbGarchA.f
    A pkg/fGarch/src/nlminbGarchB.f

Author: wuertz
Date:   2008-01-11

    Rdonlp2 added as suggested
    
    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2008-01-11

    Internally donlp2 added, not yet documented
    
    M pkg/fGarch/R/garchFit.R

Author: chalabi
Date:   2008-01-09

    fixed bug when testing class of original data
    
    
    M pkg/fGarch/R/volatility-methods.R

Author: chalabi
Date:   2008-01-08

    fixed typo
    
    
    M pkg/fGarch/R/residuals-methods.R

Author: chalabi
Date:   2008-01-08

    changed argument "standardize" of residual() function to proper value
    fixed title of graph from selection 11 (added "Squared")
    
    
    M pkg/fGarch/R/plot-methods.R

Author: chalabi
Date:   2008-01-08

    added \dontrun{} for specific examples which create an error
    
    
    M pkg/fGarch/man/formula-methods.Rd

Author: chalabi
Date:   2008-01-08

    removed \dontrun{}
    
    
    M pkg/fGarch/man/sged.Rd

Author: chalabi
Date:   2008-01-08

    removed \dontrun{}
    
    
    M pkg/fGarch/man/formula-methods.Rd

Author: chalabi
Date:   2008-01-08

    removed \dontrun{}
    
    
    M pkg/fGarch/man/garchSim.Rd

Author: chalabi
Date:   2008-01-08

    removed \dontrun{}
    
    
    M pkg/fGarch/man/snorm.Rd

Author: chalabi
Date:   2008-01-08

    removed \dontrun{}
    
    
    M pkg/fGarch/man/garchSpec.Rd

Author: wuertz
Date:   2008-01-07

    plot methods fixed for faked formula and data input
    
    M pkg/fGarch/R/plot-methods.R

Author: wuertz
Date:   2008-01-07

    plot methods for faked formulas and data fixed
    
    M pkg/fGarch/inst/unitTests/runit.plot-methods.R

Author: wuertz
Date:   2008-01-07

    faked models fixed
    
    
    A pkg/fGarch/inst/unitTests/runit.garchFit.faked.R
    M pkg/fGarch/inst/unitTests/runit.plot-methods.R

Author: wuertz
Date:   2008-01-07

    faked formula and fake data input fixed
    
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/show-methods.R
    M pkg/fGarch/man/coef-methods.Rd

Author: wuertz
Date:   2008-01-07

    S3 -> S4 continued
    
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchStats.R
    M pkg/fGarch/R/plot-methods.R
    M pkg/fGarch/man/garchFit.Rd
    M pkg/fGarch/man/garchSpec.Rd
    M pkg/fGarch/man/plot-methods.Rd

Author: wuertz
Date:   2008-01-07

    further unit tests added
    
    M pkg/fGarch/inst/unitTests/runit.formula-methods.R
    M pkg/fGarch/inst/unitTests/runit.garch-methods.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.R
    A pkg/fGarch/inst/unitTests/runit.garchFit.algorithm.R
    A pkg/fGarch/inst/unitTests/runit.garchFit.aparch.R
    A pkg/fGarch/inst/unitTests/runit.garchFit.dist.R
    A pkg/fGarch/inst/unitTests/runit.garchFit.garch.R
    A pkg/fGarch/inst/unitTests/runit.garchFit.init.R
    M pkg/fGarch/inst/unitTests/runit.garchSim.R
    M pkg/fGarch/inst/unitTests/runit.garchSpec.R
    M pkg/fGarch/inst/unitTests/runit.plot-methods.R
    M pkg/fGarch/inst/unitTests/runit.predict-methods.R
    M pkg/fGarch/inst/unitTests/runit.sged.R
    M pkg/fGarch/inst/unitTests/runit.snorm.R
    M pkg/fGarch/inst/unitTests/runit.sstd.R

Author: wuertz
Date:   2008-01-05

    examples added and tested, opt control added
    
    D pkg/fGarch/R/GarchOxInterface.R
    M pkg/fGarch/R/coef-methods.R
    M pkg/fGarch/R/fitted-methods.R
    M pkg/fGarch/R/formula-methods.R
    M pkg/fGarch/R/garchFit.R
    A pkg/fGarch/R/garchFitControl.R
    A pkg/fGarch/R/garchOxFit.R
    M pkg/fGarch/R/garchSim.R
    M pkg/fGarch/R/garchSpec.R
    M pkg/fGarch/R/predict-methods.R
    M pkg/fGarch/R/residuals-methods.R
    M pkg/fGarch/R/show-methods.R
    M pkg/fGarch/R/volatility-methods.R
    D pkg/fGarch/man/GarchOxInterface.Rd
    M pkg/fGarch/man/coef-methods.Rd
    M pkg/fGarch/man/fitted-methods.Rd
    M pkg/fGarch/man/formula-methods.Rd
    M pkg/fGarch/man/garchFit.Rd
    A pkg/fGarch/man/garchFitControl.Rd
    A pkg/fGarch/man/garchOxFit.Rd
    M pkg/fGarch/man/garchSim.Rd
    M pkg/fGarch/man/garchSpec.Rd
    M pkg/fGarch/man/plot-methods.Rd
    M pkg/fGarch/man/predict-methods.Rd
    M pkg/fGarch/man/residuals-methods.Rd
    M pkg/fGarch/man/sged.Rd
    M pkg/fGarch/man/show-methods.Rd
    M pkg/fGarch/man/snorm.Rd
    M pkg/fGarch/man/sstd.Rd
    M pkg/fGarch/man/summary-methods.Rd
    M pkg/fGarch/man/volatility-methods.Rd

Author: wuertz
Date:   2008-01-04

    misprint removed
    
    M pkg/fGarch/man/predict-methods.Rd

Author: wuertz
Date:   2008-01-04

    examples added and modified
    
    M pkg/fGarch/R/show-methods.R
    M pkg/fGarch/R/summary-methods.R
    M pkg/fGarch/man/garchSim.Rd
    M pkg/fGarch/man/plot-methods.Rd
    M pkg/fGarch/man/predict-methods.Rd
    M pkg/fGarch/man/residuals-methods.Rd
    M pkg/fGarch/man/sged.Rd
    M pkg/fGarch/man/show-methods.Rd

Author: wuertz
Date:   2008-01-04

    unit tests extended and minor modifications
    
    M pkg/fGarch/R/fGARCH-class.R
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/sged.R
    M pkg/fGarch/R/snorm.R
    M pkg/fGarch/R/sstd.R
    A pkg/fGarch/inst/unitTests/runit.formula-methods.R
    M pkg/fGarch/inst/unitTests/runit.garch-methods.R
    M pkg/fGarch/inst/unitTests/runit.garchFit.R
    M pkg/fGarch/inst/unitTests/runit.plot-methods.R
    M pkg/fGarch/inst/unitTests/runit.predict-methods.R
    M pkg/fGarch/inst/unitTests/runit.sged.R
    M pkg/fGarch/inst/unitTests/runit.snorm.R
    M pkg/fGarch/inst/unitTests/runit.sstd.R
    M pkg/fGarch/man/coef-methods.Rd
    M pkg/fGarch/man/fGARCH-class.Rd
    M pkg/fGarch/man/fitted-methods.Rd
    M pkg/fGarch/man/formula-methods.Rd
    M pkg/fGarch/man/garchSim.Rd
    M pkg/fGarch/man/garchSpec.Rd
    M pkg/fGarch/man/plot-methods.Rd
    M pkg/fGarch/man/predict-methods.Rd
    M pkg/fGarch/man/residuals-methods.Rd
    M pkg/fGarch/man/sged.Rd
    M pkg/fGarch/man/show-methods.Rd
    M pkg/fGarch/man/snorm.Rd
    M pkg/fGarch/man/summary-methods.Rd
    M pkg/fGarch/man/volatility-methods.Rd

Author: wuertz
Date:   2008-01-03

    unit tests renamed
    
    A pkg/fGarch/inst/unitTests/runit.garch-methods.R
    A pkg/fGarch/inst/unitTests/runit.garchFit.R
    A pkg/fGarch/inst/unitTests/runit.garchOxInterface.R
    A pkg/fGarch/inst/unitTests/runit.garchSim.R
    A pkg/fGarch/inst/unitTests/runit.garchSpec.R
    A pkg/fGarch/inst/unitTests/runit.plot-methods.R
    A pkg/fGarch/inst/unitTests/runit.predict-methods.R
    A pkg/fGarch/inst/unitTests/runit.sged.R
    A pkg/fGarch/inst/unitTests/runit.snorm.R
    A pkg/fGarch/inst/unitTests/runit.sstd.R
    D pkg/fGarch/inst/unitTests/runitGED.R
    D pkg/fGarch/inst/unitTests/runitGallery.R
    D pkg/fGarch/inst/unitTests/runitGarchFit.R
    D pkg/fGarch/inst/unitTests/runitGarchMethods.R
    D pkg/fGarch/inst/unitTests/runitGarchSim.R
    D pkg/fGarch/inst/unitTests/runitGarchSpec.R
    D pkg/fGarch/inst/unitTests/runitNorm.R
    D pkg/fGarch/inst/unitTests/runitOxInterface.R
    D pkg/fGarch/inst/unitTests/runitPredict-Methods.R
    D pkg/fGarch/inst/unitTests/runitStudent.R

Author: wuertz
Date:   2008-01-03

    runit files extended
    
    M pkg/fGarch/inst/unitTests/runitGallery.R
    M pkg/fGarch/inst/unitTests/runitGarchSim.R
    M pkg/fGarch/inst/unitTests/runitGarchSpec.R

Author: wuertz
Date:   2007-12-30

    more unit tests
    
    D pkg/fGarch/inst/unitTests/runitDistributions.R
    D pkg/fGarch/inst/unitTests/runitGarchForecasting.R
    D pkg/fGarch/inst/unitTests/runitGarchModelling.R
    D pkg/fGarch/inst/unitTests/runitGarchSimulation.R
    M pkg/fGarch/inst/unitTests/runitNorm.R

Author: wuertz
Date:   2007-12-29

    RunitDistribution test disentangled
    
    A pkg/fGarch/inst/unitTests/runitGED.R
    A pkg/fGarch/inst/unitTests/runitNorm.R
    A pkg/fGarch/inst/unitTests/runitStudent.R

Author: wuertz
Date:   2007-12-29

    runit Test files renamed
    
    A pkg/fGarch/inst/unitTests/runitGarchFit.R
    A pkg/fGarch/inst/unitTests/runitGarchSim.R
    A pkg/fGarch/inst/unitTests/runitPredict-Methods.R

Author: wuertz
Date:   2007-12-29

    coef-methods updated, but still warnings
    
    M pkg/fGarch/man/coef-methods.Rd

Author: wuertz
Date:   2007-12-29

    fGARCHSPEC updated
    
    A pkg/fGarch/R/fGarch-package.R
    M pkg/fGarch/R/garchSpec.R
    M pkg/fGarch/R/show-methods.R

Author: wuertz
Date:   2007-12-29

    garchSpec replaced by fGARCHSPEC
    
    A pkg/fGarch/R/fGARCHSPEC-class.R
    M pkg/fGarch/R/garchSim.R
    M pkg/fGarch/R/garchSpec.R
    M pkg/fGarch/man/fGARCH-class.Rd
    A pkg/fGarch/man/fGARCHSPEC-class.Rd
    M pkg/fGarch/man/garchFit.Rd
    M pkg/fGarch/man/garchSpec.Rd
    M pkg/fGarch/man/show-methods.Rd

Author: wuertz
Date:   2007-12-29

    S3 to S4, continued
    
    M pkg/fGarch/man/coef-methods.Rd
    M pkg/fGarch/man/fGARCH-class.Rd
    M pkg/fGarch/man/fitted-methods.Rd
    M pkg/fGarch/man/formula-methods.Rd
    M pkg/fGarch/man/predict-methods.Rd
    M pkg/fGarch/man/residuals-methods.Rd
    M pkg/fGarch/man/show-methods.Rd
    M pkg/fGarch/man/summary-methods.Rd
    M pkg/fGarch/man/volatility-methods.Rd

Author: wuertz
Date:   2007-12-29

    fGARCH-class.Rd corrected
    
    M pkg/fGarch/man/fGARCH-class.Rd

Author: wuertz
Date:   2007-12-29

    fGARCH-class misprint removed
    
    
    M pkg/fGarch/man/fGARCH-class.Rd

Author: wuertz
Date:   2007-12-29

    fGARCH-class.Rd code beautified
    
    M pkg/fGarch/man/fGARCH-class.Rd

Author: wuertz
Date:   2007-12-29

    fGARCH-class descriotion enhanced
    
    
    M pkg/fGarch/R/fGARCH-class.R

Author: wuertz
Date:   2007-12-29

    predict.Rd moved
    
    D pkg/fGarch/man/predict.Rd

Author: wuertz
Date:   2007-12-29

    predict to predict-methods.Rd
    
    A pkg/fGarch/man/predict-methods.Rd

Author: wuertz
Date:   2007-12-29

    more S3 to S4
    
    
    M pkg/fGarch/R/fitted-methods.R
    M pkg/fGarch/R/formula-methods.R
    M pkg/fGarch/R/predict-methods.R
    M pkg/fGarch/R/residuals-methods.R
    M pkg/fGarch/R/volatility-methods.R
    M pkg/fGarch/man/fitted-methods.Rd
    M pkg/fGarch/man/formula-methods.Rd
    M pkg/fGarch/man/predict.Rd
    M pkg/fGarch/man/residuals-methods.Rd
    M pkg/fGarch/man/volatility-methods.Rd

Author: wuertz
Date:   2007-12-29

    files renamed in xxx-methods.R and xxx-methods.Rd
    
    A pkg/fGarch/R/coef-methods.R
    D pkg/fGarch/R/coef.R
    A pkg/fGarch/R/fitted-methods.R
    D pkg/fGarch/R/fitted.R
    A pkg/fGarch/R/formula-methods.R
    D pkg/fGarch/R/formula.R
    A pkg/fGarch/R/predict-methods.R
    D pkg/fGarch/R/predict.R
    A pkg/fGarch/R/residuals-methods.R
    D pkg/fGarch/R/residuals.R
    A pkg/fGarch/R/volatility-methods.R
    D pkg/fGarch/R/volatility.R
    A pkg/fGarch/man/coef-methods.Rd
    D pkg/fGarch/man/coef.Rd
    A pkg/fGarch/man/fGARCH-class.Rd
    A pkg/fGarch/man/fitted-methods.Rd
    D pkg/fGarch/man/fitted.Rd
    A pkg/fGarch/man/formula-methods.Rd
    D pkg/fGarch/man/formula.Rd
    A pkg/fGarch/man/residuals-methods.Rd
    D pkg/fGarch/man/residuals.Rd
    A pkg/fGarch/man/volatility-methods.Rd
    D pkg/fGarch/man/volatility.Rd

Author: wuertz
Date:   2007-12-29

    moving from S3 to S4 methods
    
    M pkg/fGarch/R/coef.R
    M pkg/fGarch/R/fitted.R
    M pkg/fGarch/R/formula.R
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchSim.R
    M pkg/fGarch/R/garchSpec.R
    M pkg/fGarch/R/garchStats.R
    M pkg/fGarch/R/plot-methods.R
    M pkg/fGarch/R/predict.R
    D pkg/fGarch/R/print.R
    M pkg/fGarch/R/residuals.R
    M pkg/fGarch/R/sged.R
    M pkg/fGarch/R/show-methods.R
    M pkg/fGarch/R/snorm.R
    M pkg/fGarch/R/sstd.R
    M pkg/fGarch/R/summary-methods.R
    M pkg/fGarch/inst/unitTests/runitGarchModelling.R
    M pkg/fGarch/man/coef.Rd
    M pkg/fGarch/man/plot-methods.Rd
    M pkg/fGarch/man/show-methods.Rd
    M pkg/fGarch/man/summary-methods.Rd

Author: wuertz
Date:   2007-12-28

    xxx-methods.Rd added
    
    D pkg/fGarch/man/GarchReports.Rd
    A pkg/fGarch/man/plot-methods.Rd
    A pkg/fGarch/man/show-methods.Rd
    A pkg/fGarch/man/summary-methods.Rd

Author: wuertz
Date:   2007-12-28

    update GarchReports.Rd
    
    M pkg/fGarch/man/GarchReports.Rd

Author: wuertz
Date:   2007-12-28

    xxx-method scripts added
    
    A pkg/fGarch/R/fGARCH-class.R
    A pkg/fGarch/R/plot-methods.R
    A pkg/fGarch/R/show-methods.R
    A pkg/fGarch/R/summary-methods.R

Author: wuertz
Date:   2007-12-28

    print.R updated
    
    M pkg/fGarch/R/print.R

Author: wuertz
Date:   2007-12-28

    garchReport.R moved to print.R
    
    
    D pkg/fGarch/R/garchReport.R

Author: wuertz
Date:   2007-12-28

    garchReport.R renamed in print.R
    
    A pkg/fGarch/R/print.R

Author: wuertz
Date:   2007-12-28

    summary made S4
    
    M pkg/fGarch/R/garchReport.R

Author: wuertz
Date:   2007-12-28

    several minor updates
    
    M pkg/fGarch/R/formula.R
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/predict.R
    M pkg/fGarch/man/GarchOxInterface.Rd
    M pkg/fGarch/man/absMoments.Rd
    M pkg/fGarch/man/fGarch-package.Rd
    M pkg/fGarch/man/formula.Rd
    M pkg/fGarch/man/garchFit.Rd

Author: wuertz
Date:   2007-12-28

    formula method and examples added
    
    M pkg/fGarch/man/coef.Rd
    M pkg/fGarch/man/fitted.Rd
    A pkg/fGarch/man/formula.Rd
    M pkg/fGarch/man/residuals.Rd
    M pkg/fGarch/man/volatility.Rd

Author: wuertz
Date:   2007-12-28

    formula method added
    
    
    A pkg/fGarch/R/formula.R
    M pkg/fGarch/R/garchReport.R
    M pkg/fGarch/R/garchStats.R

Author: wuertz
Date:   2007-12-28

    misprint in residuals.Rd removed
    
    M pkg/fGarch/R/residuals.R

Author: wuertz
Date:   2007-12-28

    methods extended for zoo, ts time series objects
    
    M pkg/fGarch/R/fitted.R
    M pkg/fGarch/R/residuals.R
    M pkg/fGarch/R/volatility.R

Author: wuertz
Date:   2007-12-28

    fGarch-package.Rd added
    
    A pkg/fGarch/man/fGarch-package.Rd

Author: wuertz
Date:   2007-12-28

    sstd.Rd misprints removed
    
    M pkg/fGarch/man/sstd.Rd

Author: wuertz
Date:   2007-12-26

    DESCRIPTION file updated
    
    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2007-12-26

    cond dist Sliders added and distFit disentangled
    
    D pkg/fGarch/R/distFit.R
    M pkg/fGarch/R/sged.R
    M pkg/fGarch/R/snorm.R
    M pkg/fGarch/R/sstd.R
    M pkg/fGarch/man/sged.Rd
    M pkg/fGarch/man/snorm.Rd
    M pkg/fGarch/man/sstd.Rd

Author: wuertz
Date:   2007-12-26

    distFit disentangled
    
    M pkg/fGarch/R/distFit.R

Author: wuertz
Date:   2007-12-26

    absMoments and snorm modified
    
    M pkg/fGarch/man/absMoments.Rd
    M pkg/fGarch/man/snorm.Rd

Author: wuertz
Date:   2007-12-26

    garchPredict removed
    
    D pkg/fGarch/R/garchPredict.R

Author: wuertz
Date:   2007-12-26

    garchPredict renamed to predict
    
    A pkg/fGarch/R/predict.R

Author: wuertz
Date:   2007-12-26

    absMoments updated
    
    M pkg/fGarch/R/absMoments.R

Author: wuertz
Date:   2007-12-26

    volatility.R and coef.R added
    
    A pkg/fGarch/R/coef.R
    A pkg/fGarch/R/volatility.R

Author: wuertz
Date:   2007-12-26

    GarchDistributions disentangled and removed
    
    D pkg/fGarch/man/GarchDistributions.Rd

Author: wuertz
Date:   2007-12-26

    absMoments.Rd added
    
    A pkg/fGarch/man/absMoments.Rd

Author: wuertz
Date:   2007-12-26

    garchDistribution.R file entangled
    
    M pkg/fGarch/man/sged.Rd
    A pkg/fGarch/man/snorm.Rd
    A pkg/fGarch/man/sstd.Rd

Author: wuertz
Date:   2007-12-26

    sged disentangled
    
    M pkg/fGarch/man/garchFit.Rd
    A pkg/fGarch/man/sged.Rd

Author: wuertz
Date:   2007-12-26

    coef.Rd misprints removed
    
    
    M pkg/fGarch/man/coef.Rd

Author: wuertz
Date:   2007-12-26

    date 2007 -> 2008 changed
    
    M pkg/fGarch/R/GarchOxInterface.R
    M pkg/fGarch/R/absMoments.R
    M pkg/fGarch/R/distFit.R
    M pkg/fGarch/R/fitted.R
    D pkg/fGarch/R/garchExtractors.R
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchPredict.R
    M pkg/fGarch/R/garchReport.R
    M pkg/fGarch/R/garchSim.R
    M pkg/fGarch/R/garchSpec.R
    M pkg/fGarch/R/garchStats.R
    M pkg/fGarch/R/residuals.R
    M pkg/fGarch/R/sged.R
    M pkg/fGarch/R/snorm.R
    M pkg/fGarch/R/sstd.R
    M pkg/fGarch/R/zzz.R
    M pkg/fGarch/inst/unitTests/runitDistributions.R
    M pkg/fGarch/inst/unitTests/runitGallery.R
    M pkg/fGarch/inst/unitTests/runitGarchForecasting.R
    M pkg/fGarch/inst/unitTests/runitGarchMethods.R
    M pkg/fGarch/inst/unitTests/runitGarchModelling.R
    M pkg/fGarch/inst/unitTests/runitGarchSimulation.R
    M pkg/fGarch/inst/unitTests/runitGarchSpec.R
    M pkg/fGarch/inst/unitTests/runitOxInterface.R
    D pkg/fGarch/man/GarchPredictor.Rd
    M pkg/fGarch/man/GarchReports.Rd
    M pkg/fGarch/man/coef.Rd
    M pkg/fGarch/man/garchFit.Rd

Author: wuertz
Date:   2007-12-26

    garchPredictor.Rd renamed in predict.Rd
    
    A pkg/fGarch/man/predict.Rd

Author: wuertz
Date:   2007-12-26

    several updates in help pages
    
    D pkg/fGarch/man/GarchExtractors.Rd
    M pkg/fGarch/man/GarchPredictor.Rd
    A pkg/fGarch/man/coef.Rd
    M pkg/fGarch/man/garchFit.Rd
    M pkg/fGarch/man/volatility.Rd

Author: wuertz
Date:   2007-12-25

    misprint removed
    
    M pkg/fGarch/man/residuals.Rd

Author: wuertz
Date:   2007-12-25

    notes added to residuals.Rd
    
    M pkg/fGarch/man/residuals.Rd

Author: wuertz
Date:   2007-12-25

    updated residuals, fitted and volatility Rd's
    
    A pkg/fGarch/man/fitted.Rd
    M pkg/fGarch/man/garchFit.Rd
    A pkg/fGarch/man/residuals.Rd
    A pkg/fGarch/man/volatility.Rd

Author: wuertz
Date:   2007-12-25

    GarchExtractors disentangled
    
    M pkg/fGarch/man/GarchExtractors.Rd

Author: wuertz
Date:   2007-12-25

    volatility added to GarchExtractors.Rd
    
    M pkg/fGarch/man/GarchExtractors.Rd

Author: wuertz
Date:   2007-12-25

    disentangled methods fitted and resiudals updated
    
    M pkg/fGarch/R/fitted.R
    M pkg/fGarch/R/residuals.R

Author: wuertz
Date:   2007-12-25

    garchExtractor disentangled
    
    A pkg/fGarch/R/fitted.R
    A pkg/fGarch/R/residuals.R

Author: wuertz
Date:   2007-12-25

    fitted and residuals methods now can return timeSeries objects
    
    M pkg/fGarch/R/garchExtractors.R

Author: wuertz
Date:   2007-12-25

    garchFit, garchSim and garchSpec renaming scripts
    
    D pkg/fGarch/man/GarchFitting.Rd
    D pkg/fGarch/man/GarchSimulation.Rd
    D pkg/fGarch/man/GarchSpecification.Rd

Author: wuertz
Date:   2007-12-25

    small update in garchFit.RD
    
    M pkg/fGarch/man/garchFit.Rd

Author: wuertz
Date:   2007-12-25

    smaller updates in garchSpec, garchSim, and garchFit
    
    M pkg/fGarch/R/garchFit.R
    M pkg/fGarch/R/garchSim.R
    M pkg/fGarch/R/garchSpec.R

Author: wuertz
Date:   2007-12-25

    manual pages in garchFit, garchSim and garchSpec renamed
    
    A pkg/fGarch/man/garchFit.Rd
    A pkg/fGarch/man/garchSim.Rd
    A pkg/fGarch/man/garchSpec.Rd

Author: wuertz
Date:   2007-12-25

    man page garchSimulation and garchFitting updated
    
    M pkg/fGarch/man/GarchFitting.Rd
    M pkg/fGarch/man/GarchSimulation.Rd

Author: boudt
Date:   2007-12-04

    M pkg/fGarch/R/garchFit.R

Author: wuertz
Date:   2007-11-13

    runit Tests added
    
    A pkg/fGarch/inst/unitTests/runitGallery.R

Author: wuertz
Date:   2007-10-08

    R files untangled
    
    D pkg/fGarch/R/GarchDistributions.R
    D pkg/fGarch/R/GarchMethods.R
    D pkg/fGarch/R/GarchSpecs.R
    A pkg/fGarch/R/absMoments.R
    A pkg/fGarch/R/distFit.R
    A pkg/fGarch/R/garchReport.R
    A pkg/fGarch/R/garchSpec.R
    A pkg/fGarch/R/sged.R
    A pkg/fGarch/R/snorm.R
    A pkg/fGarch/R/sstd.R

Author: wuertz
Date:   2007-10-08

    garch file untangled
    
    D pkg/fGarch/R/GarchForecasting.R
    M pkg/fGarch/R/GarchMethods.R
    D pkg/fGarch/R/GarchModelling.R
    D pkg/fGarch/R/GarchSimulation.R
    D pkg/fGarch/R/GarchSpec.R
    A pkg/fGarch/R/GarchSpecs.R
    A pkg/fGarch/R/garchExtractors.R
    A pkg/fGarch/R/garchFit.R
    A pkg/fGarch/R/garchPredict.R
    A pkg/fGarch/R/garchSim.R
    A pkg/fGarch/R/garchStats.R

Author: wuertz
Date:   2007-10-03

    Version numbers DESCRIPTION file updateDescription.sh
    
    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2007-10-01

    Version Numbers updated
    
    M pkg/fGarch/DESCRIPTION
    M pkg/fGarch/inst/unitTests/runitGarchModelling.R

Author: wuertz
Date:   2007-09-30

    Unit Tests added and smaller modifications
    
    M pkg/fGarch/R/GarchModelling.R
    M pkg/fGarch/inst/unitTests/runitGarchModelling.R
    M pkg/fGarch/inst/unitTests/runitGarchSimulation.R

Author: wuertz
Date:   2007-09-11

    SQP Makevars added
    
    A pkg/fGarch/src/Makevars

Author: wuertz
Date:   2007-09-11

    sqp code added
    
    A pkg/fGarch/src/GarchModellingA.f
    A pkg/fGarch/src/GarchModellingB.f
    A pkg/fGarch/src/GarchModellingC.f

Author: wuertz
Date:   2007-09-11

    help pages dis-entangled
    
    A pkg/fGarch/man/GarchExtractors.Rd
    A pkg/fGarch/man/GarchFitting.Rd
    D pkg/fGarch/man/GarchModelling.Rd
    A pkg/fGarch/man/GarchPredictor.Rd
    A pkg/fGarch/man/GarchReports.Rd
    A pkg/fGarch/man/GarchSimulation.Rd
    A pkg/fGarch/man/GarchSpecification.Rd

Author: wuertz
Date:   2007-09-10

    unit tests fixed modified SQP re-added
    
    M pkg/fGarch/R/GarchMethods.R
    M pkg/fGarch/R/GarchModelling.R
    M pkg/fGarch/R/zzz.R
    M pkg/fGarch/inst/unitTests/runitGarchModelling.R
    M pkg/fGarch/man/GarchModelling.Rd

Author: wuertz
Date:   2007-09-09

    unit tests fixed
    
    
    M pkg/fGarch/R/GarchMethods.R
    M pkg/fGarch/inst/unitTests/runitGarchMethods.R

Author: wuertz
Date:   2007-09-08

    in inst missing doc dirs and in unitTests missing makefiles added
    
    M pkg/fGarch/inst/unitTests/runitDistributions.R

Author: wuertz
Date:   2007-09-07

    minor changes in the DESCRIPTION files
    
    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2007-09-07

    a link which has nothing to do here
    
    D pkg/fGarch/unitTests.lnk

Author: wuertz
Date:   2007-09-06

    fGarch unit tests renamed
    
    A pkg/fGarch/inst/unitTests/runitDistributions.R
    D pkg/fGarch/inst/unitTests/runitDistributionsTest.R
    A pkg/fGarch/inst/unitTests/runitGarchSpec.R
    D pkg/fGarch/inst/unitTests/runitGarchSpecTest.R

Author: wuertz
Date:   2007-09-06

    fGarch unit tests renamed
    
    D pkg/fGarch/inst/unitTests/DistributionsTest.R
    D pkg/fGarch/inst/unitTests/GarchForecastingTest.R
    D pkg/fGarch/inst/unitTests/GarchMethodsTest.R
    D pkg/fGarch/inst/unitTests/GarchModellingTest.R
    D pkg/fGarch/inst/unitTests/GarchSimulationTest.R
    D pkg/fGarch/inst/unitTests/GarchSpecTest.R
    D pkg/fGarch/inst/unitTests/OxInterfaceTest.R
    A pkg/fGarch/inst/unitTests/runitDistributionsTest.R
    A pkg/fGarch/inst/unitTests/runitGarchForecasting.R
    A pkg/fGarch/inst/unitTests/runitGarchMethods.R
    A pkg/fGarch/inst/unitTests/runitGarchModelling.R
    A pkg/fGarch/inst/unitTests/runitGarchSimulation.R
    A pkg/fGarch/inst/unitTests/runitGarchSpecTest.R
    A pkg/fGarch/inst/unitTests/runitOxInterface.R

Author: wuertz
Date:   2007-09-05

    Class representation moved
    
    M pkg/fGarch/R/GarchMethods.R
    M pkg/fGarch/R/GarchModelling.R

Author: wuertz
Date:   2007-09-05

    OX Path changed
    
    M pkg/fGarch/R/GarchOxInterface.R

Author: wuertz
Date:   2007-09-05

    codoc mismatch removed
    
    M pkg/fGarch/man/GarchModelling.Rd

Author: wuertz
Date:   2007-09-05

    R and Rd script names modified
    
    D pkg/fGarch/R/2A-GarchDistributions.R
    D pkg/fGarch/R/4A-GarchSpec.R
    D pkg/fGarch/R/4B-GarchSimulation.R
    D pkg/fGarch/R/4C-GarchModelling.R
    D pkg/fGarch/R/4D-GarchMethods.R
    D pkg/fGarch/R/4E-GarchForecasting.R
    D pkg/fGarch/R/6A-GarchOxInterface.R
    A pkg/fGarch/R/GarchDistributions.R
    A pkg/fGarch/R/GarchForecasting.R
    A pkg/fGarch/R/GarchMethods.R
    A pkg/fGarch/R/GarchModelling.R
    A pkg/fGarch/R/GarchOxInterface.R
    A pkg/fGarch/R/GarchSimulation.R
    A pkg/fGarch/R/GarchSpec.R
    D pkg/fGarch/man/2A-GarchDistributions.Rd
    D pkg/fGarch/man/4C-GarchModelling.Rd
    D pkg/fGarch/man/6A-GarchOxInterface.Rd
    A pkg/fGarch/man/GarchDistributions.Rd
    A pkg/fGarch/man/GarchModelling.Rd
    A pkg/fGarch/man/GarchOxInterface.Rd

Author: wuertz
Date:   2007-09-05

    email <Rmetrics-core...> changed in all DESCRIPTIONs
    
    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4C-GarchModelling.R
    M pkg/fGarch/R/zzz.R
    M pkg/fGarch/inst/unitTests/GarchModellingTest.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4C-GarchModelling.R
    M pkg/fGarch/inst/unitTests/GarchModellingTest.R
    D pkg/fGarch/src/GarchModellingA.f
    D pkg/fGarch/src/GarchModellingB.f
    D pkg/fGarch/src/GarchModellingC.f
    D pkg/fGarch/src/Makevars
    D pkg/fGarch/src/fGarch.dll
    D pkg/fGarch/src/fGarch_res.rc

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4C-GarchModelling.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4D-GarchMethods.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/inst/unitTests/GarchModellingTest.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4C-GarchModelling.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/inst/unitTests/DistributionsTest.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/inst/unitTests/GarchForecastingTest.R
    M pkg/fGarch/inst/unitTests/GarchMethodsTest.R
    M pkg/fGarch/inst/unitTests/GarchModellingTest.R
    M pkg/fGarch/inst/unitTests/GarchSimulationTest.R
    M pkg/fGarch/inst/unitTests/GarchSpecTest.R
    D pkg/fGarch/inst/unitTests/runit4C.R

Author: wuertz
Date:   2007-09-04

    A pkg/fGarch/inst/unitTests/DistributionsTest.R
    A pkg/fGarch/inst/unitTests/GarchForecastingTest.R
    A pkg/fGarch/inst/unitTests/GarchMethodsTest.R
    A pkg/fGarch/inst/unitTests/GarchModellingTest.R
    D pkg/fGarch/inst/unitTests/GarchOxInterfaceTest.R
    A pkg/fGarch/inst/unitTests/GarchSimulationTest.R
    A pkg/fGarch/inst/unitTests/GarchSpecTest.R
    A pkg/fGarch/inst/unitTests/OxInterfaceTest.R
    D pkg/fGarch/inst/unitTests/runit4A.R

Author: wuertz
Date:   2007-09-04

    A pkg/fGarch/inst/unitTests/GarchOxInterfaceTest.R

Author: wuertz
Date:   2007-09-04

    D pkg/fGarch/inst/unitTests/garchOxInterfaceTest.R

Author: wuertz
Date:   2007-09-04

    A pkg/fGarch/inst/unitTests/garchOxInterfaceTest.R

Author: wuertz
Date:   2007-09-04

    D pkg/fGarch/inst/unitTests/runit4D.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4C-GarchModelling.R

Author: wuertz
Date:   2007-09-04

    A pkg/fGarch/R/4A-GarchSpec.R
    A pkg/fGarch/R/4B-GarchSimulation.R
    A pkg/fGarch/R/4D-GarchMethods.R
    A pkg/fGarch/R/4E-GarchForecasting.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4C-GarchModelling.R
    D pkg/fGarch/R/4D-GarchOxInterface.R
    A pkg/fGarch/R/6A-GarchOxInterface.R

Author: wuertz
Date:   2007-09-04

    D pkg/fGarch/man/4D-GarchOxInterface.Rd
    A pkg/fGarch/man/6A-GarchOxInterface.Rd

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4C-GarchModelling.R

Author: wuertz
Date:   2007-09-04

    A pkg/fGarch/man/2A-GarchDistributions.Rd
    D pkg/fGarch/man/A-GarchDistributions.Rd

Author: wuertz
Date:   2007-09-04

    A pkg/fGarch/R/2A-GarchDistributions.R
    D pkg/fGarch/R/4A-GarchDistributions.R

Author: wuertz
Date:   2007-09-04

    D pkg/fGarch/man/4A-GarchDistributions.Rd
    A pkg/fGarch/man/A-GarchDistributions.Rd

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/R/4C-GarchModelling.R
    M pkg/fGarch/R/4D-GarchOxInterface.R

Author: wuertz
Date:   2007-09-04

    M pkg/fGarch/DESCRIPTION

Author: wuertz
Date:   2007-09-03

    D pkg/fGarch/INDEX
    D pkg/fGarch/chm/00Index.html
    D pkg/fGarch/chm/4A-GarchDistributions.html
    D pkg/fGarch/chm/4C-GarchModelling.html
    D pkg/fGarch/chm/4D-GarchOxInterface.html
    D pkg/fGarch/chm/Rchm.css
    D pkg/fGarch/chm/fGarch.chm
    D pkg/fGarch/chm/fGarch.hhp
    D pkg/fGarch/chm/fGarch.toc
    D pkg/fGarch/chm/fSeries.chm
    D pkg/fGarch/chm/fSeries.hhp
    D pkg/fGarch/chm/fSeries.toc
    D pkg/fGarch/chm/logo.jpg

Author: wuertz
Date:   2007-09-03

    A pkg/fGarch/DESCRIPTION
    A pkg/fGarch/INDEX
    A pkg/fGarch/R/4A-GarchDistributions.R
    A pkg/fGarch/R/4C-GarchModelling.R
    A pkg/fGarch/R/4D-GarchOxInterface.R
    A pkg/fGarch/R/zzz.R
    A pkg/fGarch/chm/00Index.html
    A pkg/fGarch/chm/4A-GarchDistributions.html
    A pkg/fGarch/chm/4C-GarchModelling.html
    A pkg/fGarch/chm/4D-GarchOxInterface.html
    A pkg/fGarch/chm/Rchm.css
    A pkg/fGarch/chm/fGarch.chm
    A pkg/fGarch/chm/fGarch.hhp
    A pkg/fGarch/chm/fGarch.toc
    A pkg/fGarch/chm/fSeries.chm
    A pkg/fGarch/chm/fSeries.hhp
    A pkg/fGarch/chm/fSeries.toc
    A pkg/fGarch/chm/logo.jpg
    A pkg/fGarch/inst/COPYRIGHT.html
    A pkg/fGarch/inst/DocCopying.pdf
    A pkg/fGarch/inst/ox/GarchOxModelling.ox
    A pkg/fGarch/inst/ox/GarchOxModelling30.ox
    A pkg/fGarch/inst/unitTests/Makefile
    A pkg/fGarch/inst/unitTests/runTests.R
    A pkg/fGarch/inst/unitTests/runit4A.R
    A pkg/fGarch/inst/unitTests/runit4C.R
    A pkg/fGarch/inst/unitTests/runit4D.R
    A pkg/fGarch/man/4A-GarchDistributions.Rd
    A pkg/fGarch/man/4C-GarchModelling.Rd
    A pkg/fGarch/man/4D-GarchOxInterface.Rd
    A pkg/fGarch/src/GarchModellingA.f
    A pkg/fGarch/src/GarchModellingB.f
    A pkg/fGarch/src/GarchModellingC.f
    A pkg/fGarch/src/Makevars
    A pkg/fGarch/src/fGarch.dll
    A pkg/fGarch/src/fGarch_res.rc
    A pkg/fGarch/tests/doRUnit.R
    A pkg/fGarch/unitTests.lnk