R-rugarch (R/R-rugarch) Updated: 1 month, 3 weeks ago Add to my watchlist

Univariate GARCH models
Version: 1.5-3 License: GPL-3

GitHub

Maintainers	No Maintainer
Categories	science finance R
Homepage	https://github.com/alexiosg/rugarch
Platforms	darwin
Variants	clang10 (Build using the MacPorts clang 10 compiler) clang11 (Build using the MacPorts clang 11 compiler) clang12 (Build using the MacPorts clang 12 compiler) clang13 (Build using the MacPorts clang 13 compiler) clang14 (Build using the MacPorts clang 14 compiler) clang15 (Build using the MacPorts clang 15 compiler) clang16 (Build using the MacPorts clang 16 compiler) clang50 (Build using the MacPorts clang 5.0 compiler) clang60 (Build using the MacPorts clang 6.0 compiler) clang70 (Build using the MacPorts clang 7.0 compiler) clang80 (Build using the MacPorts clang 8.0 compiler) clang90 (Build using the MacPorts clang 9.0 compiler) clangdevel (Build using the MacPorts clang devel compiler) g95 (Build using the g95 Fortran compiler) gcc10 (Build using the MacPorts gcc 10 compiler) gcc11 (Build using the MacPorts gcc 11 compiler) gcc12 (Build using the MacPorts gcc 12 compiler) gcc13 (Build using the MacPorts gcc 13 compiler) gccdevel (Build using the MacPorts gcc devel compiler) gfortran (Build using the MacPorts gcc 14 Fortran compiler)

"R-rugarch" depends on

lib (15)

libgcc

libgcc13

R-chron

R-CRAN-recommended

R-fracdiff

R-ks

R-nloptr

R-numDeriv

R-Rcpp

R-RcppArmadillo

R-Rsolnp

R-SkewHyperbolic

R-spd

R-xts

R-zoo

run (1)

build (3)

clang-16

gcc13

test (2)

R-knitr

R-rmarkdown

Ports that depend on "R-rugarch"

lib (3)

R-WaveletGARCH

R-ufRisk

R-rmgarch

test (4)

R-copula

R-tsDyn

R-xdcclarge

R-AER

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last updated: 1 day, 23 hours ago

R-rugarch (R/R-rugarch) Updated: 1 month, 3 weeks ago Add to my watchlist 0