Full_Name: Ian Gregory
Version: latest
OS: Widnows XP
Submission from: (NULL) (58.110.163.199)
fSeries is a great package keep it up.
Need to update the help page.
Type:help(garchOxFit)
The line:
garchOxFit(formula.mean = ~arma(0,0), formula.var = ~garch(1,1))
Should be changed to:
garchOx
Full_Name: Ian Gregory
Version: 2.41
OS: Widnows XP 64
Submission from: (NULL) (58.110.160.141)
Fextremes version: 240.10068
gpdFit(c(98,99,100),threshold=100,type="pwm")
Gives this error:
Error in if (xi > 0.5) { : missing value where TRUE/FALSE needed
This error will occur whenever a thresho