R/R_dcc.R

In hoanguc3m/ccgarch: Conditional Correlation GARCH models

Defines functions dcc.est

Documented in dcc.est

# computing DCC

dcc.est <- function(dvar, param){
   uncR <- cov(dvar)
   out <- .Call("dcc_est", dvar, uncR, param[1], param[2])
   list(DCC=out[[1]], Q=out[[2]])
}