{"name":"R-WaveletGARCH","portdir":"R/R-WaveletGARCH","version":"0.1.1","license":"GPL-2+","platforms":"{darwin any}","epoch":0,"replaced_by":null,"homepage":"https://cran.r-project.org/package=WaveletGARCH","description":"Fit the Wavelet-GARCH model to volatile time series data","long_description":"Fit the Wavelet-GARCH model to volatile time series data","active":true,"categories":["science","finance","R"],"maintainers":[],"variants":[],"dependencies":[{"type":"build","ports":["clang-16","R"]},{"type":"lib","ports":["R-rugarch","R-wavelets","R-forecast","R-FinTS","R-CRAN-recommended","R-fracdiff"]},{"type":"run","ports":["R"]}],"depends_on":[]}