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examples etc.
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onnokleen committed Jun 28, 2018
1 parent 8ff759e commit 8ff43cb
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8 changes: 6 additions & 2 deletions R/fit_mfgarch.R
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#' @importFrom stats aggregate
#' @importFrom numDeriv jacobian
#' @importFrom utils tail
#' @examples \dontrun{fit_mfgarch(data = df_financial, y = "return", x = "nfci", low.freq = "week", K = 52)}
#' @examples \dontrun{fit_mfgarch(data = df_mfgarch, y = "return", x = "nfci", low.freq = "year_week", K = 52, x.two = "dindpro", K.two = 12, low.freq.two = "year_month", weighting.two = "beta.restricted")}
#' @examples
#' \dontrun{
#' fit_mfgarch(data = df_financial, y = "return", x = "nfci", low.freq = "week", K = 52)
#' fit_mfgarch(data = df_mfgarch, y = "return", x = "nfci", low.freq = "year_week", K = 52,
#' x.two = "dindpro", K.two = 12, low.freq.two = "year_month", weighting.two = "beta.restricted")
#' }

fit_mfgarch <- function(data, y, x = NULL, K = NULL, low.freq = "date", var.ratio.freq = NULL, gamma = TRUE, weighting = "beta.restricted", x.two = NULL, K.two = NULL, low.freq.two = NULL, weighting.two = NULL, multi.start = FALSE) {

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3 changes: 2 additions & 1 deletion R/simulate_mfgarch.R
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#' @importFrom zoo rollapplyr
#' @importFrom stats rnorm
#' @importFrom stats rt
#' @example simulate_mfgarch(n.days = 200, mu = 0, alpha = 0.06, beta = 0.92, gamma = 0, m = 0,
#' @examples
#' simulate_mfgarch(n.days = 200, mu = 0, alpha = 0.06, beta = 0.92, gamma = 0, m = 0,
#' theta = 0.1, w1 = 1, w2 = 3, K = 12, psi = 0.98, sigma.psi = 0.1, low.freq = 100, student.t = NULL)
#' @export
simulate_mfgarch <- function(n.days, mu, alpha, beta, gamma, m, theta, w1 = 1, w2, K, psi, sigma.psi, low.freq = 1, student.t = NULL) {
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3 changes: 2 additions & 1 deletion R/simulate_mfgarch_diffusion.R
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#' @importFrom zoo rollapplyr
#' @importFrom stats rnorm
#' @importFrom stats setNames
#' @example \dontrun{simulate_mfgarch_diffusion(n.days = 200, mu = 0, alpha = 0.06, beta = 0.92, gamma = 0, m = 0,
#' @examples
#' \dontrun{simulate_mfgarch_diffusion(n.days = 200, mu = 0, alpha = 0.06, beta = 0.92, gamma = 0, m = 0,
#' theta = 0.1, w1 = 1, w2 = 3, K = 12, psi = 0.98, sigma.psi = 0.1, low.freq = 10)}
#' @export
simulate_mfgarch_diffusion <- function(n.days, mu, alpha, beta, gamma, m, theta, w1 = 1, w2, K, psi, sigma.psi, low.freq = 1, n.intraday = 288) {
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8 changes: 6 additions & 2 deletions man/fit_mfgarch.Rd

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4 changes: 4 additions & 0 deletions man/simulate_mfgarch.Rd

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4 changes: 4 additions & 0 deletions man/simulate_mfgarch_diffusion.Rd

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