---
title: "Benchmark"
author: "Alexios Galanos"
date: "`r Sys.Date()`"
output: 
    rmarkdown::html_vignette:
        css: custom.css
        code_folding: show
bibliography: references.bib
vignette: >
  %\VignetteIndexEntry{Benchmark}
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteEncoding{UTF-8}
---

```{r setup, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)
```

The package includes two published benchmarks, one for the GARCH(1,1)
and one for the APARCH(1,1) model. Below we present the results of 
the former based on the benchmark of @Fiorentini1996. Note that this is 
not a saved benchmark, but rather estimated every time it is called. 
As can be seen from the values of the log relative error, this achieves a 
very high rate of accuracy, addressing the questions raised by @Hill2019.

```{r}
library(tsgarch)
as_flextable(benchmark_fcp())
```


