rmgarch

Package: rmgarch
Type: Package
Title: Multivariate GARCH Models
Version: 1.3-0
Date: 2015-12-27
Author: Alexios Ghalanos <alexios@4dscape.com>
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Depends: R (>= 3.0.2), methods, rugarch, parallel
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo (>= 0.2.34)
Imports: Rsolnp, MASS, Matrix, zoo, xts, Bessel, ff, shape, pcaPP, spd,
Rcpp, utils, graphics, stats, grDevices
Description: Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Collate: rmgarch-var.R rmgarch-functions.R rmgarch-classes.R
rmgarch-ica.R rmgarch-series.R rmgarch-mmean.R
gogarch-classes.R gogarch-distributions.R gogarch-main.R
gogarch-methods.R rdcc-classes.R rdcc-main.R rdcc-likelihoods.R
rdcc-plots.R fdcc-likelihoods.R fdcc-main.R rdcc-methods.R
rdcc-mdistributions.R rdcc-postestimation.R rdcc-solver.R
copula-classes.R copula-distributions.R copula-likelihoods.R
copula-solver.R copula-fn.R copula-transformations.R
copula-main.R copula-postestimation.R copula-methods.R
rmgarch-tests.R rmgarch-scenario.R zzz.R
LazyLoad: yes
URL: http://www.unstarched.net
License: GPL-3
NeedsCompilation: yes
Packaged: 2015-12-28 01:05:57 UTC; alexiosg
Repository: CRAN
Date/Publication: 2015-12-28 08:51:15

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'rmgarch' ...
** package 'rmgarch' successfully unpacked and MD5 sums checked
** libs
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -I"/home/ddbj/local/lib64/R/library/RcppArmadillo/include"   -fpic  -g -O2  -c copulas.cpp -o copulas.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -I"/home/ddbj/local/lib64/R/library/RcppArmadillo/include"   -fpic  -g -O2  -c gogarch.cpp -o gogarch.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -I"/home/ddbj/local/lib64/R/library/RcppArmadillo/include"   -fpic  -g -O2  -c ica.cpp -o ica.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -I"/home/ddbj/local/lib64/R/library/RcppArmadillo/include"   -fpic  -g -O2  -c rdcc.cpp -o rdcc.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -I"/home/ddbj/local/lib64/R/library/RcppArmadillo/include"   -fpic  -g -O2  -c rmdist.cpp -o rmdist.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o rmgarch.so copulas.o gogarch.o ica.o rdcc.o rmdist.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/rmgarch/libs
** R
** data
** inst
** preparing package for lazy loading
Creating a generic function from function 'gogarchspec' in package 'rmgarch'
Creating a generic function from function 'gogarchfit' in package 'rmgarch'
Creating a generic function from function 'gogarchfilter' in package 'rmgarch'
Creating a generic function from function 'gogarchforecast' in package 'rmgarch'
Creating a generic function from function 'gogarchsim' in package 'rmgarch'
Creating a generic function from function 'gogarchroll' in package 'rmgarch'
Creating a generic function from function 'rcov' in package 'rmgarch'
Creating a generic function from function 'rcor' in package 'rmgarch'
Creating a generic function from function 'rcoskew' in package 'rmgarch'
Creating a generic function from function 'rcokurt' in package 'rmgarch'
Creating a generic function from function 'gportmoments' in package 'rmgarch'
Creating a generic function from function 'nportmoments' in package 'rmgarch'
Creating a generic function from function 'convolution' in package 'rmgarch'
Creating a generic function from function 'dfft' in package 'rmgarch'
Creating a generic function from function 'pfft' in package 'rmgarch'
Creating a generic function from function 'qfft' in package 'rmgarch'
Creating a generic function from function 'nisurface' in package 'rmgarch'
Creating a generic function from function 'betacovar' in package 'rmgarch'
Creating a generic function from function 'betacoskew' in package 'rmgarch'
Creating a generic function from function 'betacokurt' in package 'rmgarch'
Creating a generic function from function 'dccspec' in package 'rmgarch'
Creating a generic function from function 'dccfit' in package 'rmgarch'
Creating a generic function from function 'dccfilter' in package 'rmgarch'
Creating a generic function from function 'dccforecast' in package 'rmgarch'
Creating a generic function from function 'dccroll' in package 'rmgarch'
Creating a generic function from function 'dccsim' in package 'rmgarch'
Creating a generic function from function 'rskew' in package 'rmgarch'
Creating a generic function from function 'rshape' in package 'rmgarch'
Creating a generic function from function 'first' in package 'rmgarch'
Creating a generic function from function 'last' in package 'rmgarch'
Creating a generic function from function 'cgarchspec' in package 'rmgarch'
Creating a generic function from function 'cgarchfit' in package 'rmgarch'
Creating a generic function from function 'cgarchfilter' in package 'rmgarch'
Creating a generic function from function 'cgarchsim' in package 'rmgarch'
Creating a generic function from function 'goget' in package 'rmgarch'
Creating a generic function from function 'goload' in package 'rmgarch'
Creating a generic function from function 'fmoments' in package 'rmgarch'
Creating a generic function from function 'fscenario' in package 'rmgarch'
** help
*** installing help indices
  converting help for package 'rmgarch'
    finding HTML links ... done
    DCCfilter-class                         html  
    finding level-2 HTML links ... done

    DCCfit-class                            html  
    DCCforecast-class                       html  
    DCCroll-class                           html  
    DCCsim-class                            html  
    DCCspec-class                           html  
    DCCtest                                 html  
    cGARCHfilter-class                      html  
    cGARCHfit-class                         html  
    cGARCHsim-class                         html  
    cGARCHspec-class                        html  
    cgarchfilter-methods                    html  
    cgarchfit-methods                       html  
    cgarchsim-methods                       html  
    cgarchspec-methods                      html  
    cordist                                 html  
    dccfilter-methods                       html  
    dccfit-methods                          html  
    dccforecast-methods                     html  
    dccroll-methods                         html  
    dccsim-methods                          html  
    dccspec-methods                         html  
    dji30retw                               html  
    fMoments-class                          html  
    fScenario-class                         html  
    fastica                                 html  
    fmoments-methods                        html  
    fscenario-methods                       html  
    goGARCHfft-class                        html  
    goGARCHfilter-class                     html  
    goGARCHfit-class                        html  
    goGARCHforecast-class                   html  
    goGARCHroll-class                       html  
    goGARCHsim-class                        html  
    goGARCHspec-class                       html  
    gogarchfilter-methods                   html  
    gogarchfit-methods                      html  
    gogarchforecast-methods                 html  
    gogarchroll-methods                     html  
    gogarchsim-methods                      html  
    gogarchspec-methods                     html  
    goload-methods                          html  
    last-methods                            html  
    mGARCHfilter-class                      html  
    mGARCHfit-class                         html  
    mGARCHforecast-class                    html  
    mGARCHroll-class                        html  
    mGARCHsim-class                         html  
    mGARCHspec-class                        html  
    radical                                 html  
    rmgarch-package                         html  
    varxfit                                 html  
    wmargin                                 html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (rmgarch)
Making 'packages.html' ... done