Package: lgarch
Version: 0.7
Date: 2025-03-25
Title: Simulation and Estimation of Log-GARCH Models
Authors@R: person(given = "Genaro", family = "Sucarrat", role = c("aut", "cre"), email = "genaro.sucarrat@bi.no")
Maintainer: Genaro Sucarrat <genaro.sucarrat@bi.no>
Depends: R (>= 3.4.0), methods, zoo
URL: https://www.sucarrat.net/
Description: 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.
License: GPL-2
NeedsCompilation: yes
Packaged: 2026-09-29 08:52:17 UTC; root
Author: Genaro Sucarrat [aut, cre]
Repository: https://cran.r-universe.dev
Date/Publication: 2025-03-25 19:27:27 UTC
RemoteUrl: https://github.com/cran/lgarch
RemoteRef: HEAD
RemoteSha: 44dc31a07bf1cfd0640ff6c5279f2915f72f5844