inst/unitTests/runit.predict-methods.R

In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

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# Copyrights (C)
# for this R-port: 
#   1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#   info@rmetrics.org
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#   see R's copyright and license files
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################################################################################
# FUNCTION:               FORECASTING: 
#  garchKappa              Computes Expection for APARCH Models
#  .funE                   Internal function used by kappa()
################################################################################


test.predict.methods <-  
    function()
{   
    # RVs:
    RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
    set.seed(4711, kind = "Marsaglia-Multicarry")
    
    print(NA)
    
    # Return Value:
    return()    
} 
 

# ------------------------------------------------------------------------------


test.garchKappa <-  
    function()
{
    # garchKappa(
    #   cond.dist = c("norm", "ged", "std", "snorm", "sged", "sstd"), 
    #   gamma = 0, delta = 2, skew = NA, shape = NA)
    
    garchKappa()
    
    garchKappa("norm", gamma = 0.3)
    
    garchKappa("ged", skew = 0.95, shape = 1)
    
    # CHECK !!! garchKappa("dstd", skew = 0.95, shape = 1)
    
    # Return Value:
    return()    
} 
 

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