R help - Dec 2018 - Question about rmgarch package in R

Good morning, my name is Daniela from Colombia,


I am working with rmgarch package, specifically with the cgarchspec function.

One argument of this function is the "transformation", which is the
type of transformation to apply to the marginal innovations of the GARCH fitted
models (transformation can be parametric, empirical or semi-parametric). Do you
know how this transformations work?. Specially with the parametric
transformation, which distribution is assumed? (normal, t student?), how do I
access to this estimated parameters? This is the code of the function:



    cgarchspec(uspec, dccOrder = c(1, 1), asymmetric = FALSE,

    distribution.model = list(copula = c("mvnorm", "mvt"),

    method = c("Kendall", "ML"), time.varying = FALSE,

    transformation = c("parametric", "empirical",
"spd"))


Thanks,


Daniela Gualtero


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