Reference manual

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install.packages("fEGarch")

1.0.0 by Dominik Schulz, 3 days ago


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


Authors: Dominik Schulz [aut, cre] (Paderborn University , Germany) , Yuanhua Feng [aut] (Paderborn University , Germany) , Christian Peitz [aut] (Financial Intelligence Unit (German Government)) , Oliver Kojo Ayensu [aut] (Paderborn University , Germany) , Thomas Gries [ctb] (Paderborn University , Germany) , Sikandar Siddiqui [ctb] (Deloitte Audit Analytics GmbH , Frankfurt , Germany) , Shujie Li [ctb] (Paderborn University , Germany)


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, Rsolnp, smoots, esemifar, zoo, stats, utils, rugarch, future, furrr, rlang, ggplot2, magrittr, cli, numDeriv

Depends on methods

Suggests testthat

Linking to Rcpp, RcppArmadillo


See at CRAN