R-segMGarch

v 1.2 Updated: 10 months ago

Multiple change-point detection for high-dimensional GARCH processes


https://cran.r-project.org/package=segMGarch

To install R-segMGarch, paste this in macOS terminal after installing MacPorts

sudo port install R-segMGarch

Add to my watchlist

Installations 0
Requested Installations 0