Rmetrics - Autoregressive Conditional Heteroskedastic Modelling [R package fGarch version 4033.92]

fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Analyze and model heteroskedastic behavior in financial time series.

Version: 4033.92

Imports: fBasics, timeDate, timeSeries, fastICA, Matrix (≥ 1.5-0), cvar (≥ 0.5), graphics, methods, stats, utils

Suggests: RUnit, tcltk, goftest

Published: 2024年03月26日

DOI: 10.32614/CRAN.package.fGarch

Author: Diethelm Wuertz [aut] (original code), Yohan Chalabi [aut], Tobias Setz [aut], Martin Maechler ORCID iD [aut], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb], Georgi N. Boshnakov [aut, cre]

Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>

BugReports: https://r-forge.r-project.org/projects/rmetrics

License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]

URL: https://geobosh.github.io/fGarchDoc/ (doc), https://www.rmetrics.org (devel)

NeedsCompilation: yes

Materials: README, NEWS, ChangeLog

In views: Finance, TimeSeries

CRAN checks: fGarch results

Documentation:

Reference manual: fGarch.html , fGarch.pdf

Downloads:

Package source: fGarch_4033.92.tar.gz

Windows binaries: r-devel: fGarch_4033.92.zip, r-release: fGarch_4033.92.zip, r-oldrel: fGarch_4033.92.zip

macOS binaries: r-release (arm64): fGarch_4033.92.tgz, r-oldrel (arm64): fGarch_4033.92.tgz, r-release (x86_64): fGarch_4033.92.tgz, r-oldrel (x86_64): fGarch_4033.92.tgz

Old sources: fGarch archive

Reverse dependencies:

Reverse depends: boodd, distrRmetrics, gogarch

Reverse imports: AriGaMyANNSVR, CEEMDANML, chopper, extraSuperpower, fExtremes, ftsa, gratis, gscreend, GWEX, IndexConstruction, irtDemo, L2DensityGoFtest, ludic, mixAR, MTS, NetVAR, npboottprm, npboottprmFBar, segMGarch, SLBDD, StockDistFit, svines, tvGarchKF, univariateML, WaveletML

Reverse suggests: AER, CLA, cvar, fPortfolio, ggfortify, PortfolioAnalytics, sarima, simsalapar, smoots, symmetry

Reverse enhances: stargazer, texreg

Linking:

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