Last data update: 2014.03.03
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GEVStableGarch
Package: GEVStableGarch
Type: Package
Title: ARMA-GARCH/APARCH Models with GEV and Stable Distributions
Version: 1.1
Date: 2015-08-19
Authors@R: c( person( "Thiago", "Sousa", role = c("aut", "cre"), email = "thiagoestatistico@gmail.com"), person( "Cira", "Otiniano", role = c("ctb"), email = "cira@unb.br"), person( "Silvia", "Lopes", role = c("ctb"), email = "silviarc.lopes@gmail.com"), person( "Diethelm", "Wuertz", role = c("ctb","cph"), email = "wuertz@itp.phys.ethz.ch"))
Description: Package for simulation and estimation of ARMA-GARCH/APARCH models with GEV and stable distributions.
License: GPL (>= 2)
Depends: R (>= 2.15.0), Rsolnp, methods, skewt
Imports: fGarch, fExtremes, stabledist, timeDate, timeSeries
Enhances: stable
Note: Package stable is available at http://www.robustanalysis.com
LazyData: yes
NeedsCompilation: no
Packaged: 2015-08-20 01:18:22 UTC; thiago
Author: Thiago Sousa [aut, cre],
Cira Otiniano [ctb],
Silvia Lopes [ctb],
Diethelm Wuertz [ctb, cph]
Maintainer: Thiago Sousa <thiagoestatistico@gmail.com>
Repository: CRAN
Date/Publication: 2015-08-20 10:39:40
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'GEVStableGarch' ...
** package 'GEVStableGarch' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'GEVStableGarch'
finding HTML links ... done
GEVStableGarch-package html
class-GEVSTABLEGARCH html
class-GEVSTABLEGARCHSPEC html
data html
dist-gat html
dist-skstd html
gsFit html
gsMomentAparch html
gsSelect html
gsSim html
gsSpec html
show-methods html
** building package indices
** testing if installed package can be loaded
* DONE (GEVStableGarch)
Making 'packages.html' ... done
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