RT，代码如下
library(ccgarch)
nobs <- 1573; nu <- 9.8   
a <- c(0.0016,0.0001,0.0155,0.0001)
A <- diag(c(0.0556,0.1695,0.0802,0.1008))
B <- diag(c(0.9435,0.8304,0.8793,0.8911))
uncR <- matrix(c(1,-0.3050,0.1664,-0.4027,-0.3050,1,-0.1614,0.7632,0.1664,-0.1614,1,-0.1639,-0.4027,0.7632,-0.1639,1),4,4)
dcc.para <- c(0.01,0.98)

data1=read.csv("e:\\xeu.csv",header = FALSE);
data2=read.csv("e:\\xhk.csv",header = FALSE);
data3=read.csv("e:\\xjpn.csv",header = FALSE);
data4=read.csv("e:\\xus.csv",header = FALSE);

data=matrix(c(data1[,1],data2[,1],data3[,1],data4[,1]),1573,4)

# for t distributed innovations
dcc.data.t <- dcc.sim(nobs, a, A, B, uncR, dcc.para, d.f=nu,model="diagonal")
write.csv(dcc.data.t,file="DCC-T.csv")


以上的a,A,B,uucR全部是正态分布dcc.estimates的估值，我可以不通过程序包在t分布一元GARCH的情况下改正过来，但是自由度不知道如何调整？程序包自带的dcc.estimates的估值默认是正态分布的，无法求得自由度，求高手指点！是自己设定？