pp.ugarchStanRes <- function(ugar)
{
  # placed in public domain 2012 by Burns Statistics
  # get standard residual vector from a ugarchfit object
  # testing status: plots of results look right
  
  # workaround for possibility of convergence problem
  if(!length(ugar@fit$residuals)) return(NA)
  # end workaround
  
  ugar@fit$residuals / ugar@fit$sigma
}

pp.multFitgarchStanRes <- function(retmat, spec)
{
  # placed in public domain 2012 by Burns Statistics
  # get standard residual matrix after fitting garch model to returns
  # testing status: untested
  
  require(rugarch)
  
  stopifnot(is.matrix(retmat))
  
  ans <- retmat
  ans[] <- NA
  for(i in 1:ncol(retmat)) {
    tfit <- ugarchfit(spec=spec, retmat[,i])
    ans[,i] <- pp.ugarchStanRes(tfit)
  }
  ans
}


P.kurtbox <- function (filename = "kurtbox.png") 
{
  # placed in public domain 2012 by Burns Statistics
  
  if(length(filename)) {
    png(file=filename, width=512)
    par(mar=c(5,4, 0, 2) + .1)
  }
  boxplot(list('t garch'=gart.kurt, 'norm garch'=garnorm.kurt, 
               'returns'=return.kurt), log='y', col='gold')
  axis(2, at=3)
  
  if(length(filename)) {
    dev.off()
  }
}

P.kurtgargar <- function (filename = "kurtgargar.png") 
{
  # placed in public domain 2012 by Burns Statistics
  
  if(length(filename)) {
    png(file=filename, width=512)
    par(mar=c(5,4, 0, 2) + .1)
  }
  plot(garnorm.kurt, gart.kurt, log="xy", xlab="normal garch",
       ylab="t garch", col="steelblue")
  axis(1, at=3); axis(2, at=3)
  abline(0, 1, col="gold", lwd=2)
  
  if(length(filename)) {
    dev.off()
  }
}

P.kurtretngar <- function (filename = "kurtretngar.png") 
{
  # placed in public domain 2012 by Burns Statistics
  
  if(length(filename)) {
    png(file=filename, width=512)
    par(mar=c(5,4, 0, 2) + .1)
  }
  plot(return.kurt, garnorm.kurt, log="xy", xlab="Returns",
       ylab="normal garch", col="steelblue")
  axis(1, at=3); axis(2, at=3)
  abline(0, 1, col="gold", lwd=2)
  
  if(length(filename)) {
    dev.off()
  }
}

P.kurtrettgar <- function (filename = "kurtrettgar.png") 
{
  # placed in public domain 2012 by Burns Statistics
  
  if(length(filename)) {
    png(file=filename, width=512)
    par(mar=c(5,4, 0, 2) + .1)
  }
  plot(return.kurt, gart.kurt, log="xy", xlab="Returns",
       ylab="t garch", col="steelblue")
  axis(1, at=3); axis(2, at=3)
  abline(0, 1, col="gold", lwd=2)
  
  if(length(filename)) {
    dev.off()
  }
}