CRAN/E | fGarch

fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Installation

About

Analyze and model heteroskedastic behavior in financial time series.

geobosh.github.io/fGarchDoc/ (doc)
www.rmetrics.org (devel)
Bug report File report

Key Metrics

Version 4033.92
Published 2024-03-26 43 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks fGarch results

Downloads

Yesterday 527 0%
Last 7 days 3.249 -32%
Last 30 days 15.609 +3%
Last 90 days 44.909 +7%
Last 365 days 151.964 -25%

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

aut / cre

Material

README
NEWS
ChangeLog
Reference manual
Package source

In Views

Finance
TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

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
goftest

Reverse Depends

distrRmetrics
gogarch

Reverse Imports

AriGaMyANNSVR
CEEMDANML
fExtremes
ftsa
gscreend
GWEX
IndexConstruction
irtDemo
L2DensityGoFtest
ludic
mixAR
MTS
npboottprm
npboottprmFBar
segMGarch
SLBDD
StockDistFit
svines
univariateML
WaveletML

Reverse Suggests

AER
CLA
cvar
fPortfolio
ggfortify
PortfolioAnalytics
sarima
simsalapar
smoots
symmetry

Reverse Enhances

stargazer
texreg