r-rugarch 1.5-3
Propagated dependencies: r-zoo@1.8-12 r-xts@0.14.1 r-spd@2.0-1 r-skewhyperbolic@0.4-2 r-rsolnp@1.16 r-rcpparmadillo@14.0.2-1 r-rcpp@1.0.13-1 r-numderiv@2016.8-1.1 r-nloptr@2.1.1 r-ks@1.14.3 r-fracdiff@1.5-3 r-chron@2.3-61
Channel: guix-cran
Home page: http://www.unstarched.net
Licenses: GPL 3
Synopsis: Univariate GARCH Models
Description:
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Total results: 1