CRAN/E | rugarch

rugarch

Univariate GARCH Models

Installation

About

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Citation	rugarch citation info
www.unstarched.net
github.com/alexiosg/rugarch
Copyright	see file COPYRIGHTS

Key Metrics

Version	1.5-1
R	≥ 3.5.0
Published	2023-09-20 221 days ago
Needs compilation?	yes
License	GPL-3
CRAN checks	rugarch results

Downloads

Yesterday	758 -14%
Last 7 days	7.120 -2%
Last 30 days	27.341 +5%
Last 90 days	65.268 +33%
Last 365 days	192.826 +14%

Maintainer

Maintainer

Alexios Galanos

alexios@4dscape.com

Authors

Alexios Galanos	aut / cre
Tobias Kley	ctb

Material

README
ChangeLog
Reference manual
Package source

In Views

Finance
TimeSeries

Vignettes

Introduction to the rugarch package

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

rugarch archive

Depends

R	≥ 3.5.0
methods
parallel

Imports

Rsolnp
ks
numDeriv
spd
xts
zoo
chron
SkewHyperbolic
Rcpp
graphics
stats
grDevices
utils
nloptr

Suggests

knitr
rmarkdown

LinkingTo

Rcpp	≥ 0.10.6
RcppArmadillo	≥ 0.2.34

Reverse Depends

iClick
rmgarch

Reverse Imports

ConnectednessApproach
dccmidas
harbinger
portvine
qrmtools
quarks
RMOPI
SBAGM
tseriesTARMA
ufRisk
WaveletGARCH

Reverse Suggests

AER
copula
facmodCS
highfrequency
JFE
RTL
tsDyn
xdcclarge
zenplots