[R] GARCH message 75

Spencer Graves spencer.graves at pdf.com
Thu Jun 29 17:58:38 CEST 2006

	  For those who "can find no documention on" the "@" operator, "?@" 
says it is used to "Extract tbe contents of a slot in a object with a 
formal class structure."  "?slot" provides more information, including 
some critical references.  The primary reference is Chambers (1998) 
Programming with Data (Springer).  This describes the "S 4" standard for 
object oriented programming in R.  Additional information can be found 
in a chapter of Venables and Ripley (2000) S Programming (Springer).

	  When I read Chambers a few years ago, I found it very difficult, 
partly because of the inconsistencies between what Chambers described 
and what was actually implemented in versions of S-Plus and to which I 
had access at the time.  That may have improved since then.

	  Hope this helps,
	  Spencer Graves

Joe Byers wrote:
> All,
> You might check out the @ operator on Classes and objects.  I can find 
> no documentation on this but if you look at code in fseries or fbasic in 
> the method fARMA.summary.  You will find where the object fit in the 
> returned object is access using the @ operator.
>        object <- x at fit
>        ans$coefmat <- cbind(format(object$coef,digits=digits), 
> format(object$se.coef,digits=digits),
>            format(tval,digits=digits), 
> prob=format.pval(prob,digits=digits))
> where x is the from x<-armaFit(....).  This I believe would be the same 
> for the GARCH results.
> Note the format.pval on the prob.  This is important because if you do 
> not do this you will get 0 for small pvalues.  I learned this by looking 
> at the code of the pretty printing functions so I can save only results 
> that I want from multiple models runs.  You also can then to wald test 
> and LL ratio tests on the models.
> Good luck
> Joe
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