tsgarch

Univariate GARCH Models

CRAN Package

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


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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18 downloadsMar 5, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

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.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Depends1 package
  • Imports15 packages
  • Suggests3 packages
  • Linking To3 packages
  • Reverse Imports1 package
  • Reverse Suggests1 package