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

useDynLib("fGarch", .registration=TRUE)

################################################
## import (from) name spaces
################################################

importFrom("timeDate", timeDate, timeSequence)

importFrom("timeSeries", as.timeSeries, timeSeries
       ##, dummyDailySeries  # in Examples and tests
         , description
         , isUnivariate, isMultivariate)

importFrom("fBasics",
           Heaviside, jarqueberaTest
       ##, teffectPlot  # used in test
         , dsnig, qsnig
         , volatility # we will re-export, as we define an S3 method
         , .distCheck, .sliderMenu)

## importFrom("fastICA", fastICA)# only used in  R/mgarch-FitFromFormula.R  .gogarchFit()

importFrom(Matrix, Matrix)# only in  R/garch-Hessian.R

importFrom("graphics", abline, grid, hist, legend, lines,
           par, polygon, title)

importFrom("methods", new, show, slot, slotNames)

importFrom("stats", Box.test, acf, arima, as.formula, ccf,
           density, dnorm, dt, filter, integrate, lm,
           model.frame, na.omit, nlminb, optim, optimHess,
           pchisq, pgamma, pnorm, ppoints, printCoefmat,
           pt, qgamma, qnorm, qt, quantile, rgamma,
           rnorm, rt, runif, sd, shapiro.test, summary.lm,
           terms, var)

importFrom("utils", capture.output, menu)



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

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

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

S3method("volatility", "fGARCH")
export(volatility) # we imported from fBasics

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

export(
    ".QMLECondDist",
    ".aparchLLH.filter",
    ".aparchLLH.internal",
    ".aparchLLH.testing",
    ".dsged",
    ".dsnorm",
    ".dsstd",
    ".garchArgsParser",
    ".garchFit",
    ".garchInitParameters",
    ".garchInitSeries",
    ".garchKappaFun",
    ".garchLLH",
    ".garchModelSeries",
    ".garchNames",
    ".garchOptimizeLLH",
    ".garchOptimizerControl",
    ".garchRCDAGradient",
    ".garchRCDAHessian",
    ".garchRlbfgsb",
    ".garchRnlminb",
    ".garchRnm",
    ".garchRoptimhess",
    ".garchSetCondDist",
    ".garchTSHessian",
    ".gedCondDist",
    ".gedFit",
    ".getfGarchEnv",
    ".gogarchFit",
    ".hessian2sided",
    ".interactiveGarchPlot",
    ".multGarchPlot",
    ".normCondDist",
    ".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",
    ".psnorm",
    ".psstd",
    ".qqDist",
    ".qqLine",
    ".qsged",
    ".qsnorm",
    ".qsstd",
    ".rsged",
    ".rsnorm",
    ".rsstd",
    ".setfGarchEnv",
    ".sgedCondDist",
    ".sgedFit",
    ".snigCondDist",
    ".snormCondDist",
    ".snormFit",
    ".sstdCondDist",
    ".sstdFit",
    ".stdCondDist",
    ".stdFit",
    ".truePersistence",
    ".ugarchFit",
    ".ugarchSpec",
    "absMoments",
    "dged",
    "dsged",
    "dsnorm",
    "dsstd",
    "dstd",
    "garchFit",
    "garchFitControl",
    "garchKappa",
    "garchSim",
    "garchSpec",
    "gedFit",
    "gedSlider",
    "pged",
    "psged",
    "psnorm",
    "psstd",
    "pstd",
    "qged",
    "qsged",
    "qsnorm",
    "qsstd",
    "qstd",
    "rged",
    "rsged",
    "rsnorm",
    "rsstd",
    "rstd",
    "sgedFit",
    "sgedSlider",
    "snormFit",
    "snormSlider",
    "sstdFit",
    "sstdSlider",
    "stdFit",
    "stdSlider" )