Garch framework for use with the 'tidymodels' ecosystem. It includes both univariate and
multivariate methods from the 'rugarch' and 'rmgarch' packages. These models include DCC-Garch, Copula Garch
and Go-GARCH among others.
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Alberto Almuiña, 4 months ago
Browse source code at
Alberto Almuiña [aut, cre]
MIT + file LICENSE
Imports rlang, magrittr, purrr, dplyr, stringr, tibble, tidyr, dials
Depends on parsnip, rugarch, rmgarch
Suggests tidymodels, tidyverse, modeltime, timetk, lubridate, knitr, rmarkdown, roxygen2, testthat, covr
See at CRAN