R-segMGarch

v 1.2 Updated: 3 months, 3 weeks 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

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Installations 1
Requested Installations 1