rugarch: Univariate GARCH Models

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Version:	1.4-8
Depends:	R (≥ 3.5.0), methods, parallel
Imports:	Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic, Rcpp, graphics, stats, grDevices, utils
LinkingTo:	Rcpp (≥ 0.10.6), RcppArmadillo (≥ 0.2.34)
Published:	2022-04-19
Author:	Alexios Galanos [aut, cre], Tobias Kley [ctb]
Maintainer:	Alexios Galanos <alexios at 4dscape.com>
License:	GPL-3
Copyright:	see file COPYRIGHTS
URL:	http://www.unstarched.net, https://github.com/alexiosg/rugarch
NeedsCompilation:	yes
Citation:	rugarch citation info
Materials:	README ChangeLog
In views:	Finance, TimeSeries
CRAN checks:	rugarch results

Documentation:

Reference manual:	rugarch.pdf
Vignettes:	Introduction to the rugarch package

Downloads:

Package source:	rugarch_1.4-8.tar.gz
Windows binaries:	r-devel: rugarch_1.4-8.zip, r-release: rugarch_1.4-8.zip, r-oldrel: rugarch_1.4-8.zip
macOS binaries:	r-release (arm64): rugarch_1.4-8.tgz, r-oldrel (arm64): rugarch_1.4-8.tgz, r-release (x86_64): rugarch_1.4-8.tgz, r-oldrel (x86_64): rugarch_1.4-8.tgz
Old sources:	rugarch archive

Reverse dependencies:

Reverse depends:	iClick, rmgarch
Reverse imports:	dccmidas, portvine, qrmtools, quarks, SBAGM, ufRisk, WaveletGARCH
Reverse suggests:	AER, copula, highfrequency, JFE, RTL, tsDyn, xdcclarge, zenplots

Linking:

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