mgarchBEKK

Package: mgarchBEKK
Title: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR)
Processes
Version: 0.0.2
Authors@R: c(
person("Harald", "Schmidbauer", email="harald@hs-stat.com", role=c("aut")),
person("Angi", "Roesch", email="angi@angi-stat.com", role=c("aut")),
person("Vehbi Sinan", "Tunalioglu", email="vst@vsthost.com", role=c("cre", "aut")))
Description: Procedures to simulate, estimate and diagnose MGARCH
processes of BEKK and multivariate GJR (bivariate asymmetric GARCH
model) specification.
Depends: R (>= 3.2.3), tseries, mvtnorm
Suggests: testthat, devtools, roxygen2
License: GPL-3
LazyData: true
URL: https://github.com/vst/mgarchBEKK/
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-04-09 11:04:18 UTC; vst
Author: Harald Schmidbauer [aut],
Angi Roesch [aut],
Vehbi Sinan Tunalioglu [cre, aut]
Maintainer: Vehbi Sinan Tunalioglu <vst@vsthost.com>
Repository: CRAN
Date/Publication: 2016-04-10 00:49:46

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'mgarchBEKK' ...
** package 'mgarchBEKK' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c loglikelihood.c -o loglikelihood.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c loglikelihood_GJR.c -o loglikelihood_GJR.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c matrixlib.c -o matrixlib.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o mgarchBEKK.so loglikelihood.o loglikelihood_GJR.o matrixlib.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/mgarchBEKK/libs
** R
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'mgarchBEKK'
    finding HTML links ... done
    BEKK                                    html  
    diagnoseBEKK                            html  
    mGJR                                    html  
    simulateBEKK                            html  
** building package indices
** testing if installed package can be loaded
* DONE (mgarchBEKK)
Making 'packages.html' ... done