# 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 # Copyrights (C) # for this R-port: # 1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # 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() } ################################################################################