Skip to content

Commit

Permalink
Doc fixed
Browse files Browse the repository at this point in the history
  • Loading branch information
ArdiaD committed May 16, 2021
1 parent f961266 commit becc562
Show file tree
Hide file tree
Showing 4 changed files with 12 additions and 5 deletions.
Binary file modified .DS_Store
Binary file not shown.
4 changes: 2 additions & 2 deletions DESCRIPTION
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
Package: bayesGARCH
Version: 2.1.9
Date: 2021-04-30
Version: 2.1.10
Date: 2021-05-16
Title: Bayesian Estimation of the GARCH(1,1) Model with Student-t
Innovations
Authors@R: person("David", "Ardia", role = c("aut", "cre", "cph"),
Expand Down
3 changes: 3 additions & 0 deletions NEWS
Original file line number Diff line number Diff line change
@@ -1,3 +1,6 @@
Changes in Version 2.1.10
o Doc fixed

Changes in Version 2.1.9
o References updated

Expand Down
10 changes: 7 additions & 3 deletions man/bayesGARCH.Rd
Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,7 @@
function \eqn{\alpha := (\alpha_0 \ \alpha_1)'}{alpha:=(alpha0 alpha1)'} and \eqn{\beta}{beta} and on
Geweke (1993) and Deschamps (2006) for the generating the degrees of freedom
parameter \eqn{\nu}{nu}. Further details and examples can be found in Ardia (2008) and
Ardia and Hoogerheide (2010). See also the package vignette by typing \code{vignette("bayesGARCH")}. Finally, we refer to
Ardia and Hoogerheide (2010). Finally, we refer to
Ardia (2009) for an extension of the algorithm to Markov-switching GARCH models.

The \code{control} argument is a list that can supply any of
Expand All @@ -68,6 +68,12 @@
A list of class \code{mcmc.list} (\R package \pkg{coda}).
}
\note{%
By using \code{bayesGARCH} you agree to the following rules:
\itemize{
\item You must cite Ardia and Hoogerheide (2010) in working papers and published papers that use \code{bayesGARCH}. Use \code{citation("bayesGARCH")}.
\item You must place the following URL in a footnote to help others find \code{bayesGARCH}: \url{https://CRAN.R-project.org/package=bayesGARCH}.
\item You assume all risk for the use of \code{bayesGARCH}.
}
The GARCH(1,1) model with Student-t innovations may be written as follows:
\deqn{
y_t = \epsilon_t (\varrho h_t)^{1/2}
Expand Down Expand Up @@ -187,8 +193,6 @@
so it is almost impossible for this MCMC sampler to get stuck at a given value for many subsequent draws.
In the unlikely case that such ill behavior would occur, one could scale the data (to have standard deviation 1),
or run the algorithm with different initial values or a different random seed.
Please cite the package in publications. Use \code{citation("bayesGARCH")}.
}
\author{%
David Ardia \email{david.ardia.ch@gmail.com}
Expand Down

0 comments on commit becc562

Please sign in to comment.