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garchFit - Strange behaviour of trace argument [C1]
2 messages · sylvain.archenault at sgcib.com, Yohan Chalabi
"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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