tsgarch
Univariate GARCH Models
Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.
- Version1.0.3
- R versionunknown
- LicenseGPL-2
- Needs compilation?Yes
- Last release10/12/2024
Documentation
Team
Alexios Galanos
Insights
Last 30 days
This package has been downloaded 433 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 15 times.
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Last 365 days
This package has been downloaded 8,848 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Oct 13, 2024 with 871 downloads.
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Dependencies
- Depends1 package
- Imports15 packages
- Suggests3 packages
- Linking To3 packages
- Reverse Imports1 package
- Reverse Suggests1 package