garchFit - Strange behaviour of trace argument [C1]

"SAC" == sylvain.archenault at sgcib.com
on Thu, 17 Apr 2008 11:33:03 +0200

SAC> This morning, I found a strange behaviour in the garchFit
   SAC> method. Fitting
   SAC> with trace=T doesn't give the same fitted value for h.t
   SAC> (or sigma.t) :

This problem is already fixed in the dev-version of fGarch.

Not dev-version of Rmetrics packages are available at R-Forge.

regards,
Yohan

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