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1.4-8 by Alexios Galanos, 2 months ago

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

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

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

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Documentation:   PDF Manual  

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GPL-3 license

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

Depends on methods, parallel

Linking to Rcpp, RcppArmadillo

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

Depended on by iClick, rmgarch.

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

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See at CRAN