Reference manual

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install.packages("rugarch")

1.4-9 by Alexios Galanos, a month 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

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


Imported by ConnectednessApproach, RMOPI, 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