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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
################################################################################
# METHOD: EXTRACTORS:
# fitted.fGARCH S3 fitted values for an object of class 'fGARCH'
################################################################################
setMethod(f = "fitted", signature(object = "fGARCH"), definition =
function(object)
{
# A function implemented by Diethelm Wuertz
# Description:
# S3 Fitted values method for an object of class fGARCH
# Arguments:
# object - an object of class fGarch as returned by the function
# garchFit
# FUNCTION:
## GNB: this was the previous code (before v4022.90). Clearly, it assumes
## that 'data' is from class \code{"timeSeries"} and, to return an
## object from the same class, gets 'data' and replaces the data values
## with the fitted ones. ... Except that it doesn't do the latter, so
## returns the data!
##
## # Get numeric vector of fitted, optionally standardized
## fitted = object@fitted
## ## Get original time series class: (!! GNB: Nope, slot 'data' is numeric!)
## ans = slot(object, "data")
## Name = as.character(object@formula[2])
## attr(ans, "Name") <- Name
## # Return Value:
## ans
##
## GNB: the following code is in the spirit of the above, assuming that
## 'ans' is indeed the original time series. For example (todo?) this
## could be achieved if garchFit sets object@fit$data to the original
## time series, using 'ans <- object@fit$data'. Changing the class of
## slot 'data' instead doesn't seem practical.
##
## fitted <- object@fitted
## if(is(ans, "timeSeries")){
## Name <- as.character(object@formula[2])
## attr(ans, "Name") <- Name
## ans@.Data <- if(is.matrix(fitted)) fitted else matrix(fitted, ncol = 1)
## } else if(inherits(ans, "ts") || is.numeric(ans)) {
## ans[] <- fitted
## } else {
## message(paste0("conversion to class '", class(ans), "' not supported yet,\n",
## "returning slot fitted asis."))
## ans <- fitted
## }
ans <- object@fitted
# Return Value:
ans
})
################################################################################
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