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Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Installation

About

Analyze and model heteroskedastic behavior in financial time series.

www.rmetrics.org
Bug report	File report

Key Metrics

Version	4022.89
Published	2022-11-05 325 days ago
Needs compilation?	yes
License	GPL-2
License	GPL-3
CRAN checks	fGarch results

Downloads

Last 24 hours	0 -100%
Last 7 days	1.729 -28%
Last 30 days	7.706 -2%
Last 90 days	23.432 -45%
Last 365 days	164.039 -11%

Maintainer

Maintainer

Georgi N. Boshnakov

georgi.boshnakov@manchester.ac.uk

Authors

Diethelm Wuertz	aut (original code)
Yohan Chalabi	aut
Tobias Setz	aut
Martin Maechler	aut
Chris Boudt	ctb
Pierre Chausse	ctb
Michal Miklovac	ctb
Georgi N. Boshnakov	cre / ctb

Material

README
NEWS
ChangeLog
Reference manual
Package source

In Views

Finance
TimeSeries

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

fGarch archive

Imports

fBasics
timeDate
timeSeries
fastICA
Matrix	≥ 1.5-0
cvar	≥ 0.5
graphics
methods
stats
utils

Suggests

RUnit
tcltk

Reverse Depends

distrRmetrics
gogarch

Reverse Imports

fExtremes
ftsa
gscreend
GWEX
IndexConstruction
irtDemo
L2DensityGoFtest
ludic
mixAR
MTS
segMGarch
SLBDD
svines
univariateML

Reverse Suggests

AER
CLA
cvar
fPortfolio
ggfortify
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sarima
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smoots
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Reverse Enhances

stargazer
texreg