rugarch: Univariate GARCH Models

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Version: 1.3-8
Depends: R (≥ 3.0.2), methods, parallel
Imports: Rsolnp, nloptr, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic, expm, Rcpp, graphics, stats, grDevices, utils
LinkingTo: Rcpp (≥ 0.10.6), RcppArmadillo (≥ 0.2.34)
Published: 2017-10-08
Author: Alexios Ghalanos [aut, cre]
Maintainer: Alexios Ghalanos <alexios at 4dscape.com>
License: GPL-3
Copyright: see file COPYRIGHTS
URL: http://www.unstarched.net, https://bitbucket.org/alexiosg
NeedsCompilation: yes
Citation: rugarch citation info
Materials: README ChangeLog
In views: Finance, TimeSeries
CRAN checks: rugarch results

Downloads:

Reference manual: rugarch.pdf
Vignettes: Introduction to the rugarch package
Package source: rugarch_1.3-8.tar.gz
Windows binaries: r-devel: rugarch_1.3-8.zip, r-release: rugarch_1.3-8.zip, r-oldrel: rugarch_1.3-8.zip
OS X El Capitan binaries: r-release: rugarch_1.3-8.tgz
OS X Mavericks binaries: r-oldrel: rugarch_1.3-8.tgz
Old sources: rugarch archive

Reverse dependencies:

Reverse depends: iClick, rmgarch
Reverse imports: highfrequency, QPBoot, qrmtools
Reverse suggests: AER, copula, zenplots

Linking:

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