Last data update: 2014.03.03

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fGarch : Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

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

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