R-segMGarch (R/R-segMGarch) Updated: 1 year, 1 month ago Add to my watchlist
Multiple change-point detection for high-dimensional GARCH processesVersion: 1.2 License: GPL-2+
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| Maintainers | barracuda156 |
| Categories | science math R |
| Homepage | https://cran.r-project.org/package=segMGarch |
| Platforms | darwin |
| Variants | - |
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