Package: spGARCH 0.2.2

Philipp Otto

spGARCH: Spatial ARCH and GARCH Models (spGARCH)

A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) <arxiv:1609.00711>: simulation of spatial ARCH-type processes (spARCH, exponential spARCH, complex spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.

Authors:Philipp Otto [cre, aut]

spGARCH_0.2.2.tar.gz
spGARCH_0.2.2.tar.gz(r-4.5-noble)spGARCH_0.2.2.tar.gz(r-4.4-noble)
spGARCH_0.2.2.tgz(r-4.4-emscripten)spGARCH_0.2.2.tgz(r-4.3-emscripten)
spGARCH.pdf |spGARCH.html
spGARCH/json (API)

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

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • prostate_cancer - Logarithmic incidence rates of prostate cancer and covariates

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

cpp

1.00 score 1 stars 4 scripts 214 downloads 13 exports 24 dependencies

Last updated 4 years agofrom:e929dc5d7f. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 11 2024
R-4.5-linux-x86_64NOTEDec 11 2024

Exports:extractAIC.spARCHfitted.spARCHlogLik.spARCHplot.spARCHprint.spARCHprint.summary.spARCHqml.SARspARCHqml.spARCHresiduals.spARCHsim.spARCHsim.spGARCHspARCHsummary.spARCH

Dependencies:bootclassclassIntDBIdeldire1071KernSmoothlatticemagrittrMASSMatrixnleqslvproxyRcppRcppEigenRsolnps2sfspspDataspdeptruncnormunitswk