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examples etc.
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R/fit_mfgarch.R

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#' @importFrom stats aggregate
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#' @importFrom numDeriv jacobian
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#' @importFrom utils tail
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#' @examples \dontrun{fit_mfgarch(data = df_financial, y = "return", x = "nfci", low.freq = "week", K = 52)}
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#' @examples \dontrun{fit_mfgarch(data = df_mfgarch, y = "return", x = "nfci", low.freq = "year_week", K = 52, x.two = "dindpro", K.two = 12, low.freq.two = "year_month", weighting.two = "beta.restricted")}
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#' @examples
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#' \dontrun{
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#' fit_mfgarch(data = df_financial, y = "return", x = "nfci", low.freq = "week", K = 52)
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#' fit_mfgarch(data = df_mfgarch, y = "return", x = "nfci", low.freq = "year_week", K = 52,
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#' x.two = "dindpro", K.two = 12, low.freq.two = "year_month", weighting.two = "beta.restricted")
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#' }
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fit_mfgarch <- function(data, y, x = NULL, K = NULL, low.freq = "date", var.ratio.freq = NULL, gamma = TRUE, weighting = "beta.restricted", x.two = NULL, K.two = NULL, low.freq.two = NULL, weighting.two = NULL, multi.start = FALSE) {
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R/simulate_mfgarch.R

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#' @importFrom zoo rollapplyr
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#' @importFrom stats rnorm
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#' @importFrom stats rt
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#' @example simulate_mfgarch(n.days = 200, mu = 0, alpha = 0.06, beta = 0.92, gamma = 0, m = 0,
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#' @examples
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#' simulate_mfgarch(n.days = 200, mu = 0, alpha = 0.06, beta = 0.92, gamma = 0, m = 0,
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#' theta = 0.1, w1 = 1, w2 = 3, K = 12, psi = 0.98, sigma.psi = 0.1, low.freq = 100, student.t = NULL)
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#' @export
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simulate_mfgarch <- function(n.days, mu, alpha, beta, gamma, m, theta, w1 = 1, w2, K, psi, sigma.psi, low.freq = 1, student.t = NULL) {

R/simulate_mfgarch_diffusion.R

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#' @importFrom zoo rollapplyr
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#' @importFrom stats rnorm
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#' @importFrom stats setNames
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#' @example \dontrun{simulate_mfgarch_diffusion(n.days = 200, mu = 0, alpha = 0.06, beta = 0.92, gamma = 0, m = 0,
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#' @examples
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#' \dontrun{simulate_mfgarch_diffusion(n.days = 200, mu = 0, alpha = 0.06, beta = 0.92, gamma = 0, m = 0,
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#' theta = 0.1, w1 = 1, w2 = 3, K = 12, psi = 0.98, sigma.psi = 0.1, low.freq = 10)}
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#' @export
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simulate_mfgarch_diffusion <- function(n.days, mu, alpha, beta, gamma, m, theta, w1 = 1, w2, K, psi, sigma.psi, low.freq = 1, n.intraday = 288) {

man/fit_mfgarch.Rd

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man/simulate_mfgarch.Rd

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man/simulate_mfgarch_diffusion.Rd

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