R-bmgarch (R/R-bmgarch) Updated: 2 years, 8 months ago Add to my watchlist
Bayesian multivariate GARCH modelsFit Bayesian multivariate GARCH models using Stan for full Bayesian inference. Generate (weighted) forecasts for means, variances (volatility) and correlations.
Version: 2.0.0 License: GPL-3+
GitHub
| Maintainers | No Maintainer |
| Categories | science math R |
| Homepage | https://cran.r-project.org/package=bmgarch |
| Platforms | darwin |
| Variants | - |
"R-bmgarch" depends on
lib (12)
run (1)
build (2)
test (1)
Ports that depend on "R-bmgarch"
No ports
Port Health:
Loading Port Health
Installations (30 days)
0
Requested Installations (30 days)
0
Livecheck results
R-bmgarch seems to have been updated (port version: 2.0.0, new version: 2.1.0)
livecheck ran: 1 day, 13 hours ago