thx On Wed, Jul 1, 2015 at 12:34 PM, alexios ghalanos <alex...@4dscape.com> wrote:
> Please READ the documentation/manual. > > ----------------- > qfft > > signature(object = "goGARCHfft") This takes additional argument “index” > to indicate the particular time point, and returns an interpolated > quantile function which may be called like any other “q” type quantile > function. This may also be used to generate pseudo-random variables from > the distribution by using random standard uniform numbers as inputs. > ------------------ > > > > -Alexios > > On 01/07/2015 18:28, Daniel Melendez wrote: > > Hello All - > > > > Is there a sampling function already created within the package once the > > density is formed by FFT? Or is this something the analyst will have to > > create? > > > -- Regards Daniel Melendez ========================================================================= [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.