GARCHsim-class: class: GARCH Simulation Class

Description Objects from the Class Extends Methods Author(s) Examples

Description

High Level GARCH simulation class to hold the univariate and multivariate simulation objects.

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class "rGARCH", directly.

Methods

No methods defined with class "GARCHsim" in the signature.

Author(s)

Alexios Ghalanos

Examples

1
showClass("GARCHsim")

Example output

Loading required package: parallel

Attaching package: 'rugarch'

The following object is masked from 'package:stats':

    sigma

Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE 
3: .onUnload failed in unloadNamespace() for 'rgl', details:
  call: fun(...)
  error: object 'rgl_quit' not found 
Virtual Class "GARCHsim" [package "rugarch"]

No Slots, prototype of class "S4"

Extends: "rGARCH"

Known Subclasses: "uGARCHsim"

rugarch documentation built on May 2, 2019, 4:43 p.m.