R/fitted.R

In LFUrmutils: LFU Risk Management Utilities

Defines functions fitted.UnivVola fitted.MultiEWMA

Documented in fitted.MultiEWMA fitted.UnivVola

## ## ## ##
## Fitted values ----
## ## ## ## 

## Univariate volatility models ----
fitted.UnivVola <- function(object, ...){
  fit <- object$Variance
  return(fit)
}

# Multivariate EWMA model
fitted.MultiEWMA <- function(object, ...){
  fit <- object$Variances
  return(fit)
}

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