Skip to content
Prev 295002 / 398506 Next

look at the underlying source code

Unfortunately the task is slightly harder here -- ugarchsim calls a
network of S4 code that is a little hard to trace....

You can get started by typing

getMethod("ugarchsim", "uGARCHfit")

to see the first step which calls a variety of functions with names like

.sgarchsim

You'll have to read a line of code here that uses switch so it's a
little harder to follow if you've never used that construct before
than method dispatch or if/then might be.

It looks like these are not exported so you'll have to use

getAnywhere(.sgarchsim)

to start following those. It looks like that in turn calls .sgarchsim1
or .sgarchsim2 which are the end of the line and should help you out.

Hope this helps,
Michael
On Fri, May 18, 2012 at 2:16 PM, Rui Barradas <ruipbarradas at sapo.pt> wrote: