Last data update: 2014.03.03

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

● Cran Task View: TimeSeries
● 0 images, 33 functions, 0 datasets
Reverse Depends: 5

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