# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # METHOD: EXTRACTORS: # residuals.fGARCH S4 residuals method for an object of class 'fGARCH' ################################################################################ setMethod(f = "residuals", signature(object = "fGARCH"), definition = function(object, standardize = FALSE) { # A function implemented by Diethelm Wuertz # Description: # S4 Residuals method for an object of class fGARCH # Arguments: # object - an object of class fGarch as returned by the # function garchFit # ... - optional argument to be passed, this may be standardize=FALSE # to return the -non-standardized values of the residuals. # By default standardized residuals will be returned. # FUNCTION: # Residuals: if (standardize) { ans = object@residuals/object@sigma.t } else { ans = object@residuals } # Return Value: ans }) # ------------------------------------------------------------------------------