Reference manual

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install.packages("segMGarch")

1.2 by Karolos Korkas, 5 years ago


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


Authors: Haeran Cho and Karolos Korkas


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, foreach, iterators, doParallel, fGarch, corpcor, mvtnorm, methods

Suggests MASS

Linking to Rcpp, RcppArmadillo


See at CRAN