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2013 May 02
0
How does dsgh do the standardization?
...ettes/Introduction_to_the_rugarch_package.pdf
I looked at the code of the dsgh function in the fBasics package:
> dsgh
function (x, zeta = 1, rho = 0, lambda = 1, log = FALSE)
{
if (length(zeta) == 3) {
lambda = zeta[3]
rho = zeta[2]
zeta = zeta[1]
}
param = .paramGH(zeta, rho, lambda)
ans = dgh(x, param[1], param[2], param[3], param[4], lambda,
log)
ans
}
<environment: namespace:fBasics>
>
As one can see, the code gets the values for lambda rho and zeta from
the parameters with which the function was called, e.g. I can call the
functi...