longer burn-in period

onnokleen · onnokleen · commit f637de60b8c5 · 2019-07-30T11:03:05.000+02:00
diff --git a/R/simulate_mfgarch.R b/R/simulate_mfgarch.R
@@ -183,7 +183,5 @@ simulate_mfgarch_rv_dependent <- function(n.days, mu, alpha, beta, gamma, m, the
 
   # res$covariate <- rep(sqrt(aggregate(res[c("return")], by = list(month = res$low_freq), FUN = function(x) mean(x^2))$return), each = low.freq)
 
-  res[(low.freq * K * 3 + 1):n.days, ]
-
-
+  res[(low.freq * K * 10 + 1):n.days, ]
 }

Original file line number	Diff line number	Diff line change
`@@ -183,7 +183,5 @@ simulate_mfgarch_rv_dependent <- function(n.days, mu, alpha, beta, gamma, m, the`
`183`	`183`
`184`	`184`	`# res$covariate <- rep(sqrt(aggregate(res[c("return")], by = list(month = res$low_freq), FUN = function(x) mean(x^2))$return), each = low.freq)`
`185`	`185`
`186`		`- res[(low.freq * K * 3 + 1):n.days, ]`
`187`		`-`
`188`		`-`
	`186`	`+ res[(low.freq * K * 10 + 1):n.days, ]`
`189`	`187`	`}`