A question about the package "ccgarch"
The .Call is calling some other compiled code. See the R package development documentation.
zhucai4 wrote:
Hello everyone: I am a new user to the package "ccgarch". I have a question about one function "dcc.estimation" in the package. In this function , a subfunction "vector.garch" is used to calculate conditional variances. However, when I type:
library(ccgarch)
vector.garch
the code of "vector.garch" is as follows:
function (dvar, a, A, B)
{
dvar <- dvar^2
.Call("vector_garch", dvar, a, A, B)
}
<environment: namespace:ccgarch>
And I find the "vector_garch" in the source code zip, the code is as follows:
#computing vector GARCH volatilities: valid for CCC, ECCC, DCC, EDCC models
vector.garch <- function(dvar, a, A, B){
dvar <- dvar^2 # dvar = eps
.Call("vector_garch", dvar, a, A, B)
}
My question is : how can these lines of code be able to calculate conditional variances in the package? I feel confused.
Thank you very much for any help about my problem.
ZHU Cai
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