fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Analyze and model heteroskedastic behavior in financial time series.

Version: 4022.89
Imports: fBasics, timeDate, timeSeries, fastICA, Matrix (≥ 1.5-0), cvar (≥ 0.5), graphics, methods, stats, utils
Suggests: RUnit, tcltk
Published: 2022-11-05
Author: Diethelm Wuertz [aut] (original code), Yohan Chalabi [aut], Tobias Setz [aut], Martin Maechler ORCID iD [aut], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb], Georgi N. Boshnakov [cre, ctb]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
BugReports: https://r-forge.r-project.org/projects/rmetrics
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.rmetrics.org
NeedsCompilation: yes
Materials: README NEWS ChangeLog
In views: Finance, TimeSeries
CRAN checks: fGarch results


Reference manual: fGarch.pdf


Package source: fGarch_4022.89.tar.gz
Windows binaries: r-devel: fGarch_4022.89.zip, r-release: fGarch_4022.89.zip, r-oldrel: fGarch_4022.89.zip
macOS binaries: r-release (arm64): fGarch_4022.89.tgz, r-oldrel (arm64): fGarch_4022.89.tgz, r-release (x86_64): fGarch_4022.89.tgz, r-oldrel (x86_64): fGarch_4022.89.tgz
Old sources: fGarch archive

Reverse dependencies:

Reverse depends: distrRmetrics, gogarch
Reverse imports: fExtremes, ftsa, gscreend, GWEX, IndexConstruction, irtDemo, L2DensityGoFtest, ludic, mixAR, MTS, segMGarch, SLBDD, svines, univariateML
Reverse suggests: AER, caschrono, CLA, cvar, fPortfolio, ggfortify, PortfolioAnalytics, sarima, simsalapar, smoots, symmetry
Reverse enhances: stargazer, texreg


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