Dear Alexios,
I am looking at the source code of the rmgarch package and trying to find
the object "dccCopulaStudent" in this piece of code
ans = try(.Call("dccCopulaStudent", Qbar = Qbar, U = Qdata, Rbar = Rbar,
dcca = alpha, dccb = beta, tnu = nu, dccorder = c(1,1,1), dccsum = alpha +
beta,
PACKAGE="rmgarch"), silent = TRUE)
It seems this was wrote in C. Could you tell me how can i look at the
source code in R?
Many Thanks!!!
Jun