Package: betategarch 3.3
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_3.3.tar.gz
betategarch_3.3.tar.gz(r-4.5-noble)betategarch_3.3.tar.gz(r-4.4-noble)
betategarch_3.3.tgz(r-4.4-emscripten)betategarch_3.3.tgz(r-4.3-emscripten)
betategarch.pdf |betategarch.html✨
betategarch/json (API)
NEWS
| # 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 8 years agofrom:14c2f0f2c7. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 18 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 18 2024 |
Exports:coef.tegarchdSTfitted.tegarchlogLik.tegarchpredict.tegarchprint.tegarchresiduals.tegarchrSTSTkurtosisSTmeanSTskewnessSTvarsummary.tegarchtegarchtegarchSimvcov.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 |