>>>>> "dave" == dave fournier <otter-rsch at
home.com> writes:
dave> I have a multivariate garch program with does
dave> a p,q varma for the means and a p,q diagonal vector
dave> arch/garch analysis for the covariances. If there
dave> is interest I would like to make it available as a
dave> package in R -- but I know almost nothing about
dave> how this is accomplished. So I need an interested person to hold my
hand
dave> as it were.
dave> The program is written in C++.
CRAN package "tseries" already has some garch stuff.
I''d recommend you contact its author (who is pretty knowledgable about
R
programming), and even consider adding your code to that tseries package.
This would (hopefully) ensure a consistent naming scheme for functions,
arguments , result class()es, etc...
Martin
dave> --
dave> Dave Fournier, Otter Research Ltd
dave> PO Box 2040, Sidney, B.C. V8L 3S3, Canada
dave> 250-655-3364
dave> email: otter at otter-rsch.com http://otter-rsch.com
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