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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C) 2015, Thiago do Rego Sousa <thiagoestatistico@gmail.com>
# This is a modified version of the code contained inside file
# garch-Spec.R from package fGarch, version 3010.82.
# Copyrights (C)
# for this R-port:
# 1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
#########################################################################################
# FUNCTION: DESCRIPTION:
# show.GEVSTABLEGARCH S4 Show method for an object of class 'GEVSTABLEGARCH'
# show.GEVSTABLEGARCHSPEC S4 Show method for an object of class 'GEVSTABLEGARCHSPEC'
#########################################################################################
setMethod(f = "show", signature(object = "GEVSTABLEGARCH"), definition =
function(object)
{
# A function originally implemented by Diethelm Wuertz and modified
# to be used inside package GEVStableGarch. See the latest copyright notice.
# Description:
# Print method for an object of class "GEVSTABLEGARCH"
# Arguments:
# object - an object of class 'GEVSTABLEGARCH'
# FUNCTION:
# Title:
cat("\nTitle:\n ")
cat(object@title, "\n")
# Call:
cat("\nCall:\n ")
cat(paste(deparse(object@call), sep = "\n", collapse = "\n"), "\n")
# Mean and Variance Equation:
cat("\nMean and Variance Equation:\n ")
Name = unclass(attr(object@formula, "data"))
Formula = object@formula
attr(Formula, "data") <- NULL
print(Formula)
# cat(" [", Name, "]\n", sep = "")
# For univariate Garch Models ...
# Conditional Distribution:
cat("\nConditional Distribution:\n ")
cat(object@fit$cond.dist, "\n")
# Coefficients:
cat("\nCoefficient(s):\n")
digits = max(5, getOption("digits") - 4)
print.default(format(object@fit$par, digits = digits), print.gap = 2,
quote = FALSE)
# Std. Errors:
cat("\nStd. Errors:\n ")
cat("based on Hessian", "\n")
# Error Analysis:
digits = max(4, getOption("digits") - 5)
fit = object@fit
signif.stars = getOption("show.signif.stars")
cat("\nError Analysis:\n")
printCoefmat(fit$matcoef, digits = digits, signif.stars = signif.stars)
# Log Likelihood:
cat("\nNegative Log Likelihood:\n ")
LLH = object@fit$llh
N = NROW(object@data)
cat(LLH, " normalized: ", LLH/N, "\n")
# Messages:
cat("\nMessages:\n ")
cat(object@messages$optimization.algorithm, "\n")
# Description:
cat("\nDescription:\n ")
cat(object@description, "\n")
# Return Value:
cat("\n")
invisible()
})
# ------------------------------------------------------------------------------
setMethod(f = "show", signature(object = "GEVSTABLEGARCHSPEC"), definition =
function(object)
{
# A function originally implemented by Diethelm Wuertz and modified
# to be used inside package GEVStableGarch. See the latest copyright notice.
# Description:
# S4 Print Method for objects of class 'GEVSTABLEGARCHSPEC'
# Arguments:
# object - Object of class 'GEVSTABLEGARCHSPEC'
# FUNCTION:
# Formula:
x = object
cat("\nFormula: \n ")
cat(as.character(x@formula))
# Model:
cat("\nModel:")
if (sum(abs(x@model$ar)) != 0)
cat("\n ar: ", x@model$ar)
if (sum(abs(x@model$ma)) != 0)
cat("\n ma: ", x@model$ma)
if (x@model$mu != 0)
cat("\n mu: ", x@model$mu)
if (x@model$omega != 0)
cat("\n omega:", x@model$omega)
if (sum(abs(x@model$alpha)) != 0)
cat("\n alpha:", x@model$alpha)
if (sum(abs(x@model$gamma)) != 0)
cat("\n gamma:", x@model$gamma)
if (sum(abs(x@model$beta)) != 0)
cat("\n beta: ", x@model$beta)
if (x@model$delta != 2)
cat("\n delta:", x@model$delta)
# Distribution:
cat("\nDistribution: \n ")
cat(x@distribution)
if (x@distribution != "norm") {
if (any( c("gev","std","ged") == x@distribution )) {
cat("\nDistributional Parameter: \n")
cat(" shape =", x@model$shape)
}
if (any( c("stable","sstd","skstd") == x@distribution )) {
cat("\nDistributional Parameters: \n")
cat(" shape =", x@model$shape, " skew =", x@model$skew)
}
if (x@distribution == "gat") {
cat("\nDistributional Parameters: \n")
cat(" shape = c (", x@model$shape[1], "," , x@model$shape[2], ") skew =", x@model$skew)
}
}
# Seed:
if (x@rseed != 0) {
cat("\nRandom Seed: \n ")
cat(x@rseed)
}
# Presample:
cat("\nPresample: \n")
n = -(length(x@presample[, 1])-1)
time = n:0
print(data.frame(cbind(time, x@presample)))
# Return Value:
invisible()
})
################################################################################
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