Reference manual

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install.packages("rmgarch")

1.3-9 by Alexios Galanos, 3 years ago


http://www.unstarched.net, https://github.com/alexiosg/rmgarch


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


Authors: Alexios Galanos <[email protected]>


Documentation:   PDF Manual  


GPL-3 license


Imports Rsolnp, MASS, Matrix, zoo, xts, Bessel, ff, shape, pcaPP, spd, Rcpp, utils, graphics, stats, grDevices, corpcor

Depends on methods, rugarch, parallel

Linking to Rcpp, RcppArmadillo


Imported by ConnectednessApproach, VIRF.


See at CRAN