look at the underlying source code

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look at the underlying source code

jaimie villanueva
hi

someone can show me how can i get the source code of a function. Exactly,
Function "ugarchsim" from library (rugarch).
I need to know (in detailed ) how the variance and  mean ecuation of a
arma/garch process are calculated.
With other packages like "fGarch" i used to invoked the function debug ()
and allows me to step into the functions but with ugarchsim i can't use it.

any suggestions are well received

thanks

Jamie

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Re: look at the underlying source code

Joshua Ulrich
On Thu, May 17, 2012 at 12:40 PM, jaimie villanueva
<[hidden email]> wrote:

> hi
>
> someone can show me how can i get the source code of a function. Exactly,
> Function "ugarchsim" from library (rugarch).
> I need to know (in detailed ) how the variance and  mean ecuation of a
> arma/garch process are calculated.
> With other packages like "fGarch" i used to invoked the function debug ()
> and allows me to step into the functions but with ugarchsim i can't use it.
>
> any suggestions are well received
>
I reiterate the suggestion Alexios already gave you, namely that you
use some of the, "many resources online to learn about R, S3, S4
etc.".  Also, "how do I look at source code?" is not a finance-related
question, even though you want to look at the source code of a
finance-related function.

> thanks
>
> Jamie
>

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com

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Re: look at the underlying source code

julien cuisinier
In reply to this post by jaimie villanueva

simply type the name of the function in the console without parenthesis or anything - much easier than debug

HTH,
Julien


> Date: Thu, 17 May 2012 19:40:00 +0200
> From: [hidden email]
> To: [hidden email]
> Subject: [R-SIG-Finance] look at the underlying source code
>
> hi
>
> someone can show me how can i get the source code of a function. Exactly,
> Function "ugarchsim" from library (rugarch).
> I need to know (in detailed ) how the variance and  mean ecuation of a
> arma/garch process are calculated.
> With other packages like "fGarch" i used to invoked the function debug ()
> and allows me to step into the functions but with ugarchsim i can't use it.
>
> any suggestions are well received
>
> thanks
>
> Jamie
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
     
        [[alternative HTML version deleted]]

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Re: look at the underlying source code

braverock
In reply to this post by jaimie villanueva
On Thu, 2012-05-17 at 19:40 +0200, jaimie villanueva wrote:

> hi
>
> someone can show me how can i get the source code of a function. Exactly,
> Function "ugarchsim" from library (rugarch).
> I need to know (in detailed ) how the variance and  mean ecuation of a
> arma/garch process are calculated.
> With other packages like "fGarch" i used to invoked the function debug ()
> and allows me to step into the functions but with ugarchsim i can't use it.
>
> any suggestions are well received

1> this is not a finance question.  Please direct general R questions to
r-help, and/or follow the advice that Alexios already gave you to look
up the answer.

2> all the code is on R-Forge, download it and look.

3> much of the rugarch and rmgarch code is compiled, and other parts of
it are S4, these are not as easy to debug into as vanilla R code.  See
the answer to 1> above for details on how to do this, and pursue further
non-finance questions about it on r-help, not here.

Regards,

   - Brian

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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Re: look at the underlying source code

Arun.stat
In reply to this post by jaimie villanueva
Hi Jaimie, there is an easier way to look into all the source-code
including method/class definitions etc. From the CRAN just download
the .tar file and open it using something like winzip (assuming you
are with windows system) etc. You will see all the code-works.

HTH,

Thanks and regards,
_____________________________________________________

Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM

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