Last data update: 2014.03.03
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fGarch
Package: fGarch
Version: 3010.82
Revision: 5504
Date: 2013-04-30
Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Author: Diethelm Wuertz and Yohan Chalabi with contribution from Michal
Miklovic, Chris Boudt, Pierre Chausse and others
Depends: R (>= 2.15.0), stats, graphics, methods, timeDate, timeSeries,
fBasics (>= 2100.78)
Suggests: RUnit, Matrix, fastICA, tcltk
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-04-30 20:07:14 UTC; yankee
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-05-01 07:44:01
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'fGarch' ...
** package 'fGarch' successfully unpacked and MD5 sums checked
** libs
f95 -w -fpic -g -O2 -c dist.f -o dist.o
f95 -w -fpic -g -O2 -c llhGarch.f -o llhGarch.o
f95 -w -fpic -g -O2 -c math.f -o math.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o fGarch.so dist.o llhGarch.o math.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/fGarch/libs
** R
** data
*** moving datasets to lazyload DB
** inst
** preparing package for lazy loading
Creating a generic function for 'coef' from package 'stats' in package 'fGarch'
Creating a generic function for 'fitted' from package 'stats' in package 'fGarch'
Creating a generic function for 'formula' from package 'stats' in package 'fGarch'
Creating a generic function for 'predict' from package 'stats' in package 'fGarch'
Creating a generic function for 'residuals' from package 'stats' in package 'fGarch'
Creating a generic function for 'summary' from package 'base' in package 'fGarch'
Creating a generic function for 'update' from package 'stats' in package 'fGarch'
** help
*** installing help indices
converting help for package 'fGarch'
finding HTML links ... done
00fGarch-package html
class-fGARCH html
class-fGARCHSPEC html
data html
dist-absMoments html
dist-ged html
dist-gedFit html
dist-gedSlider html
dist-sged html
dist-sgedFit html
dist-sgedSlider html
dist-snorm html
dist-snormFit html
dist-snormSlider html
dist-sstd html
dist-sstdFit html
dist-sstdSlider html
dist-std html
dist-stdFit html
dist-stdSlider html
garchFit html
garchFitControl html
garchSim html
garchSpec html
methods-coef html
methods-fitted html
methods-formula html
methods-plot html
methods-predict html
methods-residuals html
methods-show html
methods-summary html
methods-volatility html
** building package indices
** testing if installed package can be loaded
* DONE (fGarch)
Making 'packages.html' ... done
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