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RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem

Try again:


find_quant <- function(quant) {
0.5*pdist( distribution = "norm" , quant, mu = 0 , sigma =1)+0.5*pdist(
distribution = "norm" , quant, mu = 0 , sigma = 1) - 0.01
}

Your code had a space in the wrong place and the function evaluated only
the second line.

Alexios
On 24/04/2014 22:35, Johannes Moser wrote: