Reference manual

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install.packages("rugarch")

1.4-8 by Alexios Galanos, 2 months ago


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


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


Authors: Alexios Galanos [aut, cre] , Tobias Kley [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic, Rcpp, graphics, stats, grDevices, utils

Depends on methods, parallel

Linking to Rcpp, RcppArmadillo


Imported by SBAGM, WaveletGARCH, dccmidas, portvine, qrmtools, quarks, ufRisk.

Depended on by iClick, rmgarch.

Suggested by AER, JFE, RTL, copula, highfrequency, tsDyn, xdcclarge, zenplots.


See at CRAN