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1.5-4 by Alexios Galanos, 19 days ago
https://github.com/alexiosg/rugarch
Browse source code at https://github.com/cran/rugarch
Authors: Alexios Galanos [aut, cre, cph] (ORCID: , Tobias Kley [ctb]
Documentation: PDF Manual
GPL-3 license
Imports Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic, Rcpp, graphics, fracdiff, stats, grDevices, utils, nloptr
Depends on methods, parallel
Suggests knitr, rmarkdown
Linking to Rcpp, RcppArmadillo
Imported by ARMALSTM, ConnectednessApproach, PWEV, RMOPI, SBAGM, WaveletGARCH, dccmidas, fEGarch, harbinger, portvine, qrmtools, quarks, robustGarch, tseriesTARMA, ufRisk.
Depended on by iClick, rmgarch.
Suggested by AER, RTL, copula, facmodCS, facmodTS, highfrequency, tsDyn, xdcclarge, zenplots.
See at CRAN