Reference manual

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install.packages("tvGarchKF")

1.0.0 by Tomás Arancibia, 12 days ago


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


Authors: Guillermo Ferreira [aut] , Tomás Arancibia [aut, cre]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports stats, fGarch, graphics, numDeriv, timeSeries, methods, zoo, utils, locfit, npreg, withr, mgcv, splines

Suggests testthat

Linking to Rcpp


See at CRAN