Package: betategarch 3.4
Genaro Sucarrat
betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models
Simulation, estimation and forecasting of first-order Beta-Skew-t-EGARCH models with leverage (one-component, two-component, skewed versions).
Authors:
betategarch_3.4.tar.gz
betategarch_3.4.zip(r-4.7-x86_64)betategarch_3.4.zip(r-4.7-arm64)betategarch_3.4.zip(r-4.6-x86_64)betategarch_3.4.zip(r-4.6-arm64)
betategarch_3.4.tar.gz(r-4.7-arm64)betategarch_3.4.tar.gz(r-4.7-x86_64)betategarch_3.4.tar.gz(r-4.6-arm64)betategarch_3.4.tar.gz(r-4.6-x86_64)
betategarch_3.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
betategarch/json (API)
| # Install 'betategarch' in R: |
| install.packages('betategarch', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- nasdaq - Daily Apple stock returns
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:77bfa8a72e. Checks:10 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 69 | ||
| linux-devel-x86_64 | OK | 89 | ||
| source / vignettes | OK | 199 | ||
| linux-release-arm64 | OK | 107 | ||
| linux-release-x86_64 | OK | 85 | ||
| windows-devel-arm64 | OK | 183 | ||
| windows-devel-x86_64 | OK | 114 | ||
| windows-release-arm64 | OK | 165 | ||
| windows-release-x86_64 | OK | 71 | ||
| wasm-release | OK | 82 |
Exports:coef.tegarchdSTfitted.tegarchlogLik.tegarchpredict.tegarchprint.tegarchresiduals.tegarchrSTSTkurtosisSTmeanSTskewnessSTvarsummary.tegarchtegarchtegarchLogltegarchLogl2tegarchRecursiontegarchRecursion2tegarchSimvcov.tegarch
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Simulation, estimation and forecasting of Beta-Skew-t-EGARCH models | betategarch-package betategarch |
| Extraction methods for 'tegarch' objects | coef.tegarch fitted.tegarch logLik.tegarch print.tegarch residuals.tegarch summary.tegarch vcov.tegarch |
| The skewed t distribution | dST rST STkurtosis STmean STskewness STvar |
| Daily Apple stock returns | nasdaq |
| Generate volatility forecasts _n_-steps ahead | predict.tegarch |
| Estimate first order Beta-Skew-t-EGARCH models | tegarch |
| Auxiliary functions | tegarchLogl tegarchLogl2 tegarchRecursion tegarchRecursion2 |
| Simulate from a first order Beta-Skew-t-EGARCH model | tegarchSim |