hCreate: hCreate function
In miscFuncs: Miscellaneous Useful Functions Including LaTeX Tables, Kalman Filtering, QQplots with Simulation-Based Confidence Intervals, Linear Regression Diagnostics and Development Tools
View source: R/garchForecast.R
hCreate R Documentation
hCreate function
Description
A function used in the forecasting of GARCH(1,1) models
Usage
hCreate(pars, y, T = length(y))
Arguments
pars
parameters for the GARCH model, these would come from an MCMC run
y
vector of log returns
T
this is the length of y; allow this to be pre-computed
Value
vector of h's
miscFuncs documentation built on April 3, 2025, 6:04 p.m.
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View source: R/garchForecast.R
| hCreate | R Documentation |
hCreate function
Description
A function used in the forecasting of GARCH(1,1) models
Usage
hCreate(pars, y, T = length(y))
Arguments
pars |
parameters for the GARCH model, these would come from an MCMC run |
y |
vector of log returns |
T |
this is the length of y; allow this to be pre-computed |
Value
vector of h's
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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