Bad performance compared with other packages
waynelapierre opened this issue · 0 comments
waynelapierre commented
According to this article, rugarch is much slower than other packages: https://www.zora.uzh.ch/id/eprint/186901/7/SSRN-id3551503.pdf.
Since many functions in rugarch are written in C/C++, I expected it to perform at least on par with other packages. Why rugarch has such a bad performance?