Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
BioConductor
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Results 1 - 10 of 52 found.
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radical (Package: rmgarch) :

An ICA algorithm based on an efficient entropy estimator (due to Vasicek) which is robust to outliers.
● Data Source: CranContrib
● Keywords: multivariate
● Alias: radical
● 0 images

DCCfit-class (Package: rmgarch) : class: DCC Fit Class

The class is returned by calling the function dccfit.
● Data Source: CranContrib
● Keywords: classes
● Alias: DCCfit-class, coef,DCCfit-method, fitted,DCCfit-method, infocriteria,DCCfit-method, likelihood,DCCfit-method, nisurface,DCCfit-method, plot,DCCfit,missing-method, rcor,DCCfit-method, rcov,DCCfit-method, residuals,DCCfit-method, rshape, rshape,DCCfit-method, rskew, rskew,DCCfit-method, show,DCCfit-method, sigma,DCCfit-method
● 0 images

goGARCHfit-class (Package: rmgarch) : class: GO-GARCH Fit Class

Class for the GO-GARCH fitted object.
● Data Source: CranContrib
● Keywords: classes
● Alias: as.matrix,goGARCHfit-method, betacokurt, betacokurt,goGARCHfit-method, betacoskew, betacoskew,goGARCHfit-method, betacovar, betacovar,goGARCHfit-method, coef,goGARCHfit-method, convolution, convolution,goGARCHfit-method, fitted,goGARCHfit-method, goGARCHfit-class, gportmoments, gportmoments,goGARCHfit-method, likelihood,goGARCHfit-method, nisurface, nisurface,goGARCHfit-method, rcokurt, rcokurt,goGARCHfit-method, rcor, rcor,goGARCHfit-method, rcoskew, rcoskew,goGARCHfit-method, rcov, rcov,goGARCHfit-method, residuals,goGARCHfit-method, show,goGARCHfit-method
● 0 images

cgarchsim-methods (Package: rmgarch) : function: Copula-GARCH Simulation

Method for creating a Copula-GARCH simulation object.
● Data Source: CranContrib
● Keywords: methods
● Alias: cgarchsim, cgarchsim,ANY-method, cgarchsim,cGARCHfit-method
● 0 images

mGARCHspec-class (Package: rmgarch) : Class: Multivariate GARCH Specification

High Level multivariate GARCH specification class.
● Data Source: CranContrib
● Keywords: classes
● Alias: mGARCHspec-class
● 0 images

cgarchspec-methods (Package: rmgarch) : function: Copula-GARCH Specification

Method for creating a Copula-GARCH specification object prior to fitting.
● Data Source: CranContrib
● Keywords: methods
● Alias: cgarchspec, cgarchspec,ANY-method, cgarchspec,uGARCHmultispec-method
● 0 images

cgarchfit-methods (Package: rmgarch) : function: Copula-GARCH Fit

Method for creating a Copula-GARCH fit object.
● Data Source: CranContrib
● Keywords: methods
● Alias: cgarchfit, cgarchfit,ANY-method, cgarchfit,cGARCHspec-method
● 0 images

DCCfilter-class (Package: rmgarch) : class: DCC Filter Class

The class is returned by calling the function dccfilter.
● Data Source: CranContrib
● Keywords: classes
● Alias: DCCfilter-class, coef,DCCfilter-method, fitted,DCCfilter-method, likelihood,DCCfilter-method, nisurface,DCCfilter-method, plot,DCCfilter,missing-method, rcor,DCCfilter-method, rcov,DCCfilter-method, residuals,DCCfilter-method, rshape,DCCfilter-method, rskew,DCCfilter-method, show,DCCfilter-method, sigma,DCCfilter-method
● 0 images

DCCsim-class (Package: rmgarch) : class: DCC Forecast Class

The class is returned by calling the function dccsim.
● Data Source: CranContrib
● Keywords: classes
● Alias: DCCsim-class, fitted,DCCsim-method, rcor,DCCsim-method, rcov,DCCsim-method, show,DCCsim-method, sigma,DCCsim-method
● 0 images

fastica (Package: rmgarch) :

The fast fixed point algorithm for independent component analysis and projection pursuit based on the direct translation to R of the FastICA program of the original authors at the Helsinki University of Technology.
● Data Source: CranContrib
● Keywords: multivariate
● Alias: fastica
● 0 images