ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Version: 1.5-4 Depends: R (≥ 3.5.0), methods, parallel Imports: Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic, Rcpp, graphics, fracdiff, stats, grDevices, utils, nloptr LinkingTo: Rcpp (≥ 0.10.6), RcppArmadillo (≥ 0.2.34) Suggests: knitr, rmarkdown Published: 2025-06-21 DOI: 10.32614/CRAN.package.rugarch Author: Alexios Galanos [aut, cre, cph], Tobias Kley [ctb] Maintainer: Alexios Galanos <alexios at 4dscape.com> License: GPL-3 Copyright: see file COPYRIGHTS URL: https://github.com/alexiosg/rugarch NeedsCompilation: yes Citation: rugarch citation info Materials: README ChangeLog In views: Finance, TimeSeries CRAN checks: rugarch resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
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