_            _    _        _         _
      /\ \         /\ \ /\ \     /\_\      / /\
      \_\ \       /  \ \\ \ \   / / /     / /  \
      /\__ \     / /\ \ \\ \ \_/ / /     / / /\ \__
     / /_ \ \   / / /\ \ \\ \___/ /     / / /\ \___\
    / / /\ \ \ / / /  \ \_\\ \ \_/      \ \ \ \/___/
   / / /  \/_// / /   / / / \ \ \        \ \ \
  / / /      / / /   / / /   \ \ \   _    \ \ \
 / / /      / / /___/ / /     \ \ \ /_/\__/ / /
/_/ /      / / /____\/ /       \ \_\\ \/___/ /
\_\/       \/_________/         \/_/ \_____\/
r-tsgarch 1.0.3
Propagated dependencies: r-zoo@1.8-12 r-xts@0.14.1 r-tsmethods@1.0.2 r-tsdistributions@1.0.3 r-tmb@1.9.15 r-sandwich@3.1-1 r-rdpack@2.6.1 r-rcppeigen@0.3.4.0.2 r-rcpp@1.0.13-1 r-progressr@0.15.0 r-numderiv@2016.8-1.1 r-nloptr@2.1.1 r-lubridate@1.9.3 r-future-apply@1.11.3 r-future@1.34.0 r-flextable@0.9.7 r-data-table@1.16.2
Channel: guix-cran
Location: guix-cran/packages/t.scm (guix-cran packages t)
Home page: https://github.com/tsmodels/tsgarch
Licenses: GPL 2
Synopsis: Univariate GARCH Models
Description:

Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of rugarch', making use of automatic differentiation for estimation.

Total results: 1