Question 1

What does the R-package 'xdcclarge' do?

Accepted Answer

Estimating a (c)DCC-GARCH Model in Large Dimensions. Functions for Estimating a (c)DCC-GARCH Model in large dimensions based on a publication by Engle et,al (2017) [doi:10.1080/07350015.2017.1345683](https://doi.org/10.1080%2F07350015.2017.1345683) and Nakagawa et,al (2018) [doi:10.3390/ijfs6020052](https://doi.org/10.3390%2Fijfs6020052). This estimation method is consist of composite likelihood method by Pakel et al. (2014) [http://paneldataconference2015.ceu.hu/Program/Cavit-Pakel.pdf](http://paneldataconference2015.ceu.hu/Program/Cavit-Pakel.pdf) and (Non-)linear shrinkage estimation of covariance matrices by Ledoit and Wolf (2004,2015,2016). [doi:10.1016/S0047-259X(03)00096-4](https://doi.org/10.1016%2FS0047-259X%2803%2900096-4), [doi:10.1214/12-AOS989](https://doi.org/10.1214%2F12-AOS989), [doi:10.1016/j.jmva.2015.04.006](https://doi.org/10.1016%2Fj.jmva.2015.04.006).

Question 2

Who maintains xdcclarge?

Accepted Answer

Kei Nakagawa

Question 3

Who authored xdcclarge?

Accepted Answer

Mitsuyoshi Imamura

Question 4

What is the current version of xdcclarge?

Accepted Answer

The current version of the R-package '0.1.0' is 0.1.0

Question 5

When was the last release of xdcclarge?

Accepted Answer

The last release of the R-package '0.1.0' was 07/12/2018

Question 6

Where can I search for the R-package 'xdcclarge'?

Accepted Answer

You can search for the R-package 'xdcclarge' on CRAN/E at https://cran-e.com

xdcclarge

Team

Kei Nakagawa

Mitsuyoshi Imamura

Insights

Last 30 days

Last 365 days

Binaries

Dependencies