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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)
# 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: FORECASTING:
# garchKappa Computes Expection for APARCH Models
# .funE Internal function used by kappa()
################################################################################
test.predict.methods <-
function()
{
# RVs:
RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
set.seed(4711, kind = "Marsaglia-Multicarry")
print(NA)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.garchKappa <-
function()
{
# garchKappa(
# cond.dist = c("norm", "ged", "std", "snorm", "sged", "sstd"),
# gamma = 0, delta = 2, skew = NA, shape = NA)
garchKappa()
garchKappa("norm", gamma = 0.3)
garchKappa("ged", skew = 0.95, shape = 1)
# CHECK !!! garchKappa("dstd", skew = 0.95, shape = 1)
# Return Value:
return()
}
################################################################################
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