A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) <doi:10.1016/j.spasta.2018.07.005>: simulation of spatial ARCH-type processes (spARCH, log/exponential-spARCH, complex-spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.
Version: 0.2.3 Depends: R (≥ 3.1.0) Imports: Rcpp (≥ 0.12.4), stats, truncnorm, Rsolnp, spdep, Matrix, nleqslv, methods, crayon LinkingTo: Rcpp, RcppEigen, Matrix Published: 2025-04-09 DOI: 10.32614/CRAN.package.spGARCH Author: Philipp Otto [cre, aut] Maintainer: Philipp Otto <philipp.otto89 at gmail.com> Contact: <philipp.otto89@gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL] NeedsCompilation: yes Citation: spGARCH citation info CRAN checks: spGARCH results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=spGARCH to link to this page.
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