Reference manual

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install.packages("MSGARCH")

2.51 by Keven Bluteau, 2 years ago


https://github.com/keblu/MSGARCH


Report a bug at https://github.com/keblu/MSGARCH/issues


Browse source code at https://github.com/cran/MSGARCH


Authors: David Ardia [aut] , Keven Bluteau [aut, cre] , Kris Boudt [ctb] , Leopoldo Catania [aut] , Alexios Ghalanos [ctb] , Brian Peterson [ctb] , Denis-Alexandre Trottier [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, coda, methods, zoo, expm, fanplot, MASS, numDeriv

Suggests mcmc, testthat

Linking to Rcpp, RcppArmadillo


Imported by MSGARCHelm, SBAGM.


See at CRAN