Last data update: 2014.03.03
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rugarch
Package: rugarch
Type: Package
Title: Univariate GARCH Models
Version: 1.3-6
Date: 2015-08-14
Author: Alexios Ghalanos <alexios@4dscape.com>
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Depends: R (>= 3.0.2), methods, parallel
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo (>= 0.2.34)
Imports: Rsolnp, nloptr, ks, numDeriv, spd, xts, zoo, chron,
SkewHyperbolic, expm, Rcpp, graphics, stats, grDevices, utils
Description: ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Collate: rugarch-imports.R rugarch-cwrappers.R rugarch-solvers.R
rugarch-lossfn.R rugarch-distributions.R rugarch-kappa.R
rugarch-helperfn.R rugarch-numderiv.R rugarch-series.R
rugarch-startpars.R rugarch-tests.R rugarch-armafor.R
rugarch-graphs.R rugarch-classes.R rugarch-sgarch.R
rugarch-csgarch.R rugarch-fgarch.R rugarch-egarch.R
rugarch-gjrgarch.R rugarch-aparch.R rugarch-igarch.R
rugarch-mcsgarch.R rugarch-realgarch.R rugarch-multi.R
rugarch-plots.R rugarch-rolling.R rugarch-uncertainty.R
rugarch-bootstrap.R rugarch-methods.R rugarch-benchmarks.R
arfima-classes.R arfima-multi.R arfima-main.R arfima-methods.R
rugarch-cv.R zzz.R
LazyLoad: yes
URL: http://www.unstarched.net
License: GPL-3
NeedsCompilation: yes
Packaged: 2015-08-16 03:24:55 UTC; alexios
Repository: CRAN
Date/Publication: 2015-08-16 08:25:37
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'rugarch' ...
** package 'rugarch' successfully unpacked and MD5 sums checked
** libs
gcc -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 distributions.c -o distributions.o
gcc -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 filters.c -o filters.o
gcc -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 fracdiff.c -o fracdiff.o
f95 -fpic -g -O2 -c fracimport.f -o fracimport.o
gcc -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 garchmodels.c -o garchmodels.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 garchsim.cpp -o garchsim.o
gcc -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 gig.c -o gig.o
gcc -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 nig.c -o nig.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o rugarch.so distributions.o filters.o fracdiff.o fracimport.o garchmodels.o garchsim.o gig.o nig.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/rugarch/libs
** R
** data
** inst
** preparing package for lazy loading
Creating a generic function from function 'ugarchspec' in package 'rugarch'
Creating a generic function from function 'getspec' in package 'rugarch'
Creating a generic function from function 'ugarchfilter' in package 'rugarch'
Creating a generic function from function 'ugarchfit' in package 'rugarch'
Creating a generic function from function 'ugarchforecast' in package 'rugarch'
Creating a generic function from function 'ugarchsim' in package 'rugarch'
Creating a generic function from function 'ugarchpath' in package 'rugarch'
Creating a generic function from function 'resume' in package 'rugarch'
Creating a generic function from function 'ugarchroll' in package 'rugarch'
Creating a generic function from function 'ugarchdistribution' in package 'rugarch'
Creating a generic function from function 'ugarchboot' in package 'rugarch'
Creating a generic function for 'plot' from package 'graphics' in package 'rugarch'
Creating a generic function from function 'report' in package 'rugarch'
Creating a generic function for 'coef' from package 'stats' in package 'rugarch'
Creating a generic function for 'as.data.frame' from package 'base' in package 'rugarch'
Creating a generic function for 'residuals' from package 'stats' in package 'rugarch'
Creating a generic function from function 'sigma' in package 'rugarch'
Creating a generic function from function 'nyblom' in package 'rugarch'
Creating a generic function from function 'signbias' in package 'rugarch'
Creating a generic function from function 'gof' in package 'rugarch'
Creating a generic function from function 'infocriteria' in package 'rugarch'
Creating a generic function from function 'likelihood' in package 'rugarch'
Creating a generic function for 'fitted' from package 'stats' in package 'rugarch'
Creating a generic function from function 'reduce' in package 'rugarch'
Creating a generic function for 'quantile' from package 'stats' in package 'rugarch'
Creating a generic function from function 'pit' in package 'rugarch'
Creating a generic function from function 'newsimpact' in package 'rugarch'
Creating a generic function from function 'halflife' in package 'rugarch'
Creating a generic function from function 'persistence' in package 'rugarch'
Creating a generic function from function 'uncvariance' in package 'rugarch'
Creating a generic function from function 'uncmean' in package 'rugarch'
Creating a generic function from function 'multispec' in package 'rugarch'
Creating a generic function from function 'multifit' in package 'rugarch'
Creating a generic function from function 'multifilter' in package 'rugarch'
Creating a generic function from function 'multiforecast' in package 'rugarch'
Creating a generic function from function 'fpm' in package 'rugarch'
Creating a generic function from function 'convergence' in package 'rugarch'
Creating a generic function for 'vcov' from package 'stats' in package 'rugarch'
Creating a generic function for 'confint' from package 'stats' in package 'rugarch'
Creating a generic function from function 'arfimaspec' in package 'rugarch'
Creating a generic function from function 'arfimafit' in package 'rugarch'
Creating a generic function from function 'arfimafilter' in package 'rugarch'
Creating a generic function from function 'arfimaforecast' in package 'rugarch'
Creating a generic function from function 'arfimasim' in package 'rugarch'
Creating a generic function from function 'arfimapath' in package 'rugarch'
Creating a generic function from function 'arfimaroll' in package 'rugarch'
Creating a generic function from function 'arfimadistribution' in package 'rugarch'
** help
*** installing help indices
converting help for package 'rugarch'
finding HTML links ... done
ARFIMA-class html
ARFIMAdistribution-class html
ARFIMAfilter-class html
ARFIMAfit-class html
ARFIMAforecast-class html
ARFIMAmultifilter-class html
ARFIMAmultifit-class html
ARFIMAmultiforecast-class html
ARFIMAmultispec-class html
ARFIMApath-class html
ARFIMAroll-class html
ARFIMAsim-class html
ARFIMAspec-class html
BerkowitzTest html
DACTest html
DateTimeUtilities html
ESTest html
GARCHboot-class html
GARCHdistribution-class html
GARCHfilter-class html
GARCHfit-class html
GARCHforecast-class html
GARCHpath-class html
GARCHroll-class html
GARCHsim-class html
GARCHspec-class html
GARCHtests-class html
GMMTest html
HLTest html
VaRDurTest html
VaRTest html
VaRloss html
VaRplot html
arfimacv html
arfimadistribution-methods html
arfimafilter-methods html
arfimafit-methods html
arfimaforecast-methods html
arfimapath-methods html
arfimaroll-methods html
arfimasim-methods html
arfimaspec-methods html
autoarfima html
dji30ret html
dmbp html
ghyptransform html
mcs html
multifilter-methods html
multifit-methods html
multiforecast-methods html
multispec-methods html
rGARCH-class html
rugarch-package html
sp500ret html
spyreal html
uGARCHboot-class html
uGARCHdistribution-class html
uGARCHfilter-class html
uGARCHfit-class html
uGARCHforecast-class html
uGARCHmultifilter-class html
uGARCHmultifit-class html
uGARCHmultiforecast-class html
uGARCHmultispec-class html
uGARCHpath-class html
uGARCHroll-class html
uGARCHsim-class html
uGARCHspec-class html
ugarchbench html
ugarchboot-methods html
ugarchdist html
ugarchdistribution-methods html
ugarchfilter-methods html
ugarchfit-methods html
ugarchforecast-methods html
ugarchpath-methods html
ugarchroll-methods html
ugarchsim-methods html
ugarchspec-methods html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (rugarch)
Making 'packages.html' ... done
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