################################################
## import name space
################################################

importFrom("fBasics",
           "volatility",
           "Heaviside",
           ".sliderMenu",
           "dsnig")                   ## DW
importFrom("graphics",
           "plot",
           "abline",
           "grid",
           "hist",
           "par",
           "title")
importFrom("methods",
           "show",
           "@<-",
           "new",
           "slotNames",
           "slot")
importFrom("stats",
           "update",
           "coef",
           "fitted",
           "formula",
           "predict",
           "residuals",
           "integrate",
           "dnorm",
           "dt",
           "as.formula",
           "terms",
           "pnorm",
           "sd",
           "arima",
           "var",
           "model.frame",
           "optim",
           "nlminb",
           "rnorm",
           "pgamma",
           "acf",
           "ccf",
           "pt",
           "qgamma",
           "ppoints",
           "qnorm",
           "qt",
           "rgamma",
           "runif",
           "rt")
importFrom("timeDate",
           "timeDate",
           "timeSequence",
           "setRmetricsOptions",
           "getRmetricsOptions")
importFrom("timeSeries",
           "print",
           "sort",
           "colnames<-",
           "isUnivariate",
           ".description",
           "rev",
           "rownames<-",
           "timeSeries",
           "lines",
           "diff",
           "quantile")
importFrom("utils",
           "capture.output",
           "menu")

################################################
## useDynLib
################################################

useDynLib("fGarch")

################################################
## S4 classes
################################################

exportClasses("fGARCH",
              "fGARCHSPEC" )
exportMethods("coef",
              "update",
              "fitted",
              "formula",
              "plot",
              "predict",
              "residuals",
              "show",
              "summary" )

################################################
## S3 classes
################################################

S3method("volatility", "fGARCH")

################################################
## functions
################################################

export(
    "absMoments",
    "dged",
    "dsged",
    ".dsged",
    "dsnorm",
    ".dsnorm",
    "dsstd",
    ".dsstd",
    "dstd",
    ".garchArgsParser",
    "garchFit",
    ".garchFit",
    "garchFitControl",
    ".garchInitParameters",
    ".garchInitSeries",
    "garchKappa",
    ".garchKappaFun",
    ".garchLLH",
    ".garchModelSeries",
    ".garchNames",
    ".garchOptimizeLLH",
    ".garchOptimizerControl",
    ".garchRCDAGradient",
    ".garchRCDAHessian",
    ".garchRlbfgsb",
    ".garchRnlminb",
    ".garchRnm",
    ".garchRoptimhess",
    ".garchSetCondDist",
    "garchSim",
    "garchSpec",
    "gedFit",
    ".getfGarchEnv",
    ".interactiveGarchPlot",
    ".multGarchPlot",
    "normFit",
    "pged",
    ".plot.garch.1",
    ".plot.garch.10",
    ".plot.garch.11",
    ".plot.garch.12",
    ".plot.garch.13",
    ".plot.garch.2",
    ".plot.garch.3",
    ".plot.garch.4",
    ".plot.garch.5",
    ".plot.garch.6",
    ".plot.garch.7",
    ".plot.garch.8",
    ".plot.garch.9",
    "psged",
    ".psged",
    "psnorm",
    ".psnorm",
    "psstd",
    ".psstd",
    "pstd",
    "qged",
    ".qqDist",
    ".qqLine",
    "qsged",
    ".qsged",
    "qsnorm",
    ".qsnorm",
    "qsstd",
    ".qsstd",
    "qstd",
    "rged",
    "rsged",
    ".rsged",
    "rsnorm",
    ".rsnorm",
    "rsstd",
    ".rsstd",
    "rstd",
    ".setfGarchEnv",
    "sgedFit",
    "sgedSlider",
    "snormFit",
    "snormSlider",
    "sstdFit",
    "sstdSlider",
    "stdFit",
    ".truePersistence" )