Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.
| Version: | 3042.83.2 |
| Depends: | R (≥ 2.15.1), timeDate, timeSeries, fBasics |
| Imports: | fastICA, Matrix, graphics, methods, stats, utils |
| Suggests: | RUnit, tcltk |
| Published: | 2020-03-07 |
| Author: | Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb] |
| Maintainer: | Tobias Setz <tobias.setz at live.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://www.rmetrics.org |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| In views: | Finance, TimeSeries |
| CRAN checks: | fGarch results |
| Reference manual: | fGarch.pdf |
| Package source: | fGarch_3042.83.2.tar.gz |
| Windows binaries: | r-devel: fGarch_3042.83.2.zip, r-release: fGarch_3042.83.2.zip, r-oldrel: fGarch_3042.83.2.zip |
| macOS binaries: | r-release: fGarch_3042.83.2.tgz, r-oldrel: fGarch_3042.83.2.tgz |
| Old sources: | fGarch archive |
| Reverse depends: | distrRmetrics, fExtremes, gogarch, mleur |
| Reverse imports: | cvar, GEVStableGarch, gscreend, GWEX, IndexConstruction, irtDemo, L2DensityGoFtest, ludic, mixAR, MTS, RTL, segMGarch, starvars, univariateML |
| Reverse suggests: | AER, caschrono, CLA, fPortfolio, ggfortify, gratis, PortfolioAnalytics, sarima, simsalapar, smoots, symmetry |
| Reverse enhances: | stargazer |
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