I does look like the python function garch given in the example is
mixing up few things,
and that var_r in by definition in that very function not a data.frame.
L.
PS: Isnt't "fGarch" for teaching computational finance ?
laurent oget wrote:
> I do not know garchfit, but it looks to me like i
I do not know garchfit, but it looks to me like it is expecting data
to be a data frame, and you are setting a vector. since you are
setting both variable in the global evironment, wouldn't it work
without the data argument?
Laurent
2008/11/20 Degraeve, Frederic <[EMAIL PROTECTED]>:
> Hello,
>
>
Hello,
I am trying to make the following code work.
import rpy2.robjects as robjects
r = robjects.r
r.library("fGarch")
def garch(p, q):
robjects.globalEnv["var_r"] =
robjects.FloatVector([4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,
