lgarch

Package: lgarch
Type: Package
Title: Simulation and Estimation of Log-GARCH Models
Version: 0.6-2
Depends: R (>= 2.15.0), zoo
Date: 2015-09-14
Author: Genaro Sucarrat
Maintainer: Genaro Sucarrat <genaro.sucarrat@bi.no>
URL: http://www.sucarrat.net/
Description: Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively.
License: GPL-2
NeedsCompilation: yes
Packaged: 2015-09-15 14:53:03 UTC; admin
Repository: CRAN
Date/Publication: 2015-09-15 19:46:40

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'lgarch' ...
** package 'lgarch' successfully unpacked and MD5 sums checked
** libs
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c lgarch.cpp -o lgarch.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o lgarch.so lgarch.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/lgarch/libs
** R
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'lgarch'
    finding HTML links ... done
    coef.lgarch                             html  
    finding level-2 HTML links ... done

    coef.mlgarch                            html  
    gdiff                                   html  
    glag                                    html  
    lgarch-package                          html  
    lgarch                                  html  
    lgarchObjective                         html  
    lgarchSim                               html  
    mlgarch                                 html  
    mlgarchObjective                        html  
    mlgarchSim                              html  
    rmnorm                                  html  
** building package indices
** testing if installed package can be loaded
* DONE (lgarch)
Making 'packages.html' ... done