Description Usage Arguments Details Value Author(s) Examples
Interfaces to fGarch
functions that can be used
in a pipeline implemented by magrittr
.
1 |
data |
data frame, tibble, list, ... |
... |
Other arguments passed to the corresponding interfaced function. |
Interfaces call their corresponding interfaced function.
Object returned by interfaced function.
Roberto Bertolusso
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ## Not run:
library(intubate)
library(magrittr)
library(fGarch)
## ntbt_garchFit: Univariate GARCH Time Series Fitting
N <- 200
x.vec <- as.vector(garchSim(garchSpec(rseed = 1985), n = N)[,1])
## Original function to interface
garchFit(~ garch(1,1), data = x.vec, trace = FALSE)
## The interface puts data as first parameter
ntbt_garchFit(data = x.vec, ~ garch(1,1), trace = FALSE)
## so it can be used easily in a pipeline.
x.vec %>%
ntbt_garchFit(~ garch(1,1), trace = FALSE)
## End(Not run)
|
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