r-rmgarch 1.3-9
Propagated dependencies: r-zoo@1.8-12 r-xts@0.14.1 r-spd@2.0-1 r-shape@1.4.6.1 r-rugarch@1.5-3 r-rsolnp@1.16 r-rcpparmadillo@14.0.2-1 r-rcpp@1.0.13-1 r-pcapp@2.0-5 r-matrix@1.7-1 r-mass@7.3-61 r-ff@4.5.0 r-corpcor@1.6.10 r-bessel@0.6-1
Channel: guix-cran
Home page: http://www.unstarched.net
Licenses: GPL 3
Synopsis: Multivariate GARCH Models
Description:
Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Total results: 1