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################################################
## import name space
################################################
import("stats")
import("graphics")
import("methods")
import("timeDate")
import("timeSeries")
import("fBasics")
################################################
## useDynLib
################################################
useDynLib("fGarch")
################################################
## S4 classes
################################################
exportClasses("fGARCH",
"fGARCHSPEC",
"fUGARCHSPEC" )
exportMethods("coef",
"fitted",
"formula",
"plot",
"predict",
"residuals",
"show",
"summary",
"update" )
################################################
## S3 classes
################################################
S3method("volatility", "fGARCH")
################################################
## functions
################################################
export(
".QMLECondDist",
".aparchLLH.filter",
".aparchLLH.internal",
".aparchLLH.testing",
".dsged",
".dsnorm",
".dsstd",
".garchArgsParser",
".garchFit",
".garchInitParameters",
".garchInitSeries",
".garchKappaFun",
".garchLLH",
".garchModelSeries",
".garchNames",
".garchOptimizeLLH",
".garchOptimizerControl",
".garchRCDAGradient",
".garchRCDAHessian",
".garchRlbfgsb",
".garchRnlminb",
".garchRnm",
".garchRoptimhess",
".garchSetCondDist",
".garchTSHessian",
".gedCondDist",
".gedFit",
".getfGarchEnv",
".gogarchFit",
".hessian2sided",
".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",
".psged",
".psnorm",
".psstd",
".qqDist",
".qqLine",
".qsged",
".qsnorm",
".qsstd",
".rsged",
".rsnorm",
".rsstd",
".setfGarchEnv",
".sgedCondDist",
".sgedFit",
".snigCondDist",
".snormCondDist",
".snormFit",
".sstdCondDist",
".sstdFit",
".stdCondDist",
".stdFit",
".truePersistence",
".ugarchFit",
".ugarchSpec",
"absMoments",
"dged",
"dsged",
"dsnorm",
"dsstd",
"dstd",
"garchFit",
"garchFitControl",
"garchKappa",
"garchSim",
"garchSpec",
"gedFit",
"gedSlider",
"pged",
"psged",
"psnorm",
"psstd",
"pstd",
"qged",
"qsged",
"qsnorm",
"qsstd",
"qstd",
"rged",
"rsged",
"rsnorm",
"rsstd",
"rstd",
"sgedFit",
"sgedSlider",
"snormFit",
"snormSlider",
"sstdFit",
"sstdSlider",
"stdFit",
"stdSlider" )
|
