Package: lgarch 0.6-2

Genaro Sucarrat

lgarch: Simulation and Estimation of Log-GARCH Models

Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively.

Authors:Genaro Sucarrat

lgarch_0.6-2.tar.gz
lgarch_0.6-2.tar.gz(r-4.5-noble)lgarch_0.6-2.tar.gz(r-4.4-noble)
lgarch_0.6-2.tgz(r-4.4-emscripten)lgarch_0.6-2.tgz(r-4.3-emscripten)
lgarch.pdf |lgarch.html
lgarch/json (API)
NEWS

# Install 'lgarch' in R:
install.packages('lgarch', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.40 score 1 stars 25 scripts 260 downloads 12 exports 2 dependencies

Last updated 9 years agofrom:ea742e22c8. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 21 2024
R-4.5-linux-x86_64NOTEDec 21 2024

Exports:gdiffglaglgarchlgarchObjectivelgarchRecursion1lgarchSimmlgarchmlgarchObjectivemlgarchRecursion1mlgarchSimrmnormrss

Dependencies:latticezoo