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:
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')) |
- 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.
Last updated 4 years agofrom:e929dc5d7f. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 12 2024 |
| R-4.5-linux-x86_64 | NOTE | Sep 12 2024 |
Exports:extractAIC.spARCHfitted.spARCHlogLik.spARCHplot.spARCHprint.spARCHprint.summary.spARCHqml.SARspARCHqml.spARCHresiduals.spARCHsim.spARCHsim.spGARCHspARCHsummary.spARCH
Dependencies:bootclassclassIntDBIdeldire1071KernSmoothlatticemagrittrMASSMatrixnleqslvproxyRcppRcppEigenRsolnps2sfspspDataspdeptruncnormunitswk
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Computes the Akaike information criterion | extractAIC.spARCH |
| Extract model fitted values | fitted.spARCH |
| Extract logarithmic likelihood | logLik.spARCH |
| Descriptive plots for residuals of a fitted spatial ARCH model | plot.spARCH |
| Logarithmic incidence rates of prostate cancer and covariates | prostate_cancer |
| Maximum-likelihood estimation of a spatial autoregressive model with spatial ARCH residuals | qml.SARspARCH |
| Maximum-likelihood estimation of a spatial ARCH model | qml.spARCH |
| Extract model residuals | residuals.spARCH |
| Simulation of spatial ARCH models | sim.spARCH |
| Simulation of spatial ARCH models | sim.spGARCH |
| Output of Quasi-Maximum-Likelihood Estimation | spARCH spARCH-class |
| spGARCH - Package to fit spatial ARCH models | spGARCH |
| Summary for spARCH object | print.spARCH print.summary.spARCH summary.spARCH |