Package: rmgarch
Type: Package
Title: Multivariate GARCH Models
Version: 1.3-7
Date: 2019-09-12
Author: Alexios Ghalanos <alexios@4dscape.com>
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Depends: R (>= 3.0.2), methods, rugarch, parallel
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo (>= 0.2.34)
Imports: Rsolnp, MASS, Matrix, zoo, xts, Bessel, ff, shape, pcaPP, spd,
        Rcpp, utils, graphics, stats, grDevices, corpcor
Description: Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH. See Boudt, Galanos, Payseur and Zivot (2019) for a review of multivariate GARCH models <doi:10.1016/bs.host.2019.01.001>.
Collate: rmgarch-var.R rmgarch-functions.R rmgarch-classes.R
        rmgarch-ica.R rmgarch-series.R rmgarch-mmean.R
        gogarch-classes.R gogarch-distributions.R gogarch-main.R
        gogarch-methods.R rdcc-classes.R rdcc-main.R rdcc-likelihoods.R
        rdcc-plots.R fdcc-likelihoods.R fdcc-main.R rdcc-methods.R
        rdcc-mdistributions.R rdcc-postestimation.R rdcc-solver.R
        copula-classes.R copula-distributions.R copula-likelihoods.R
        copula-solver.R copula-fn.R copula-transformations.R
        copula-main.R copula-postestimation.R copula-methods.R
        rmgarch-tests.R rmgarch-scenario.R zzz.R
LazyLoad: yes
URL: http://www.unstarched.net, https://bitbucket.org/alexiosg
License: GPL-3
NeedsCompilation: yes
Packaged: 2019-09-13 05:41:41 UTC; alexiosg
Repository: CRAN
Date/Publication: 2019-09-13 10:40:02 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 11:28:20 UTC; windows
Archs: i386, x64
