r-rmgarch 1.4-2
Propagated dependencies: r-zoo@1.8-14 r-xts@0.14.1 r-spd@2.0-1 r-shape@1.4.6.1 r-rugarch@1.5-4 r-rsolnp@2.0.1 r-rcpparmadillo@15.2.2-1 r-rcpp@1.1.0 r-pcapp@2.0-5 r-matrix@1.7-4 r-mass@7.3-65 r-ff@4.5.2 r-corpcor@1.6.10 r-bessel@0.6-1
Channel: guix-cran
Home page: https://github.com/alexiosg/rmgarch
Licenses: GPL 3
Synopsis: Multivariate GARCH Models
Description:
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Total results: 1