cond.dist conflict between garchSim and garchSpec

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cond.dist conflict between garchSim and garchSpec

Mark V
Thanks for all the great effort put into Rmetrics.

I apprciate the Rmetrics package is a work-in-progress, so the
following observation may be redundant.
Following the Journal of Statistical Software article "Parameter
estimation of ARMA...."
I notived that garchSim does not accept results of garchSpec as input.
 I get the follwoing error:

"Error in h^deltainv * z : non-numeric argument to binary operator"

It turns out that in garchSpec cond.dist="dnorm" is OK, but garchSim
requires/uses cond.dist="rnorm" and this generates the error message
It would be nice if both functions accepted both or just one, but it's
not a show stopper.

Hope that helps.  Thanks again.


Mark Van De Vyver, PhD
My research is available from my SSRN Author page:
Finance Discipline
School of Business
The University of Sydney
Sydney NSW 2006

Telephone: +61 2 9351-6452
Fax: +61 2 9351-6461

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