rugarch : Univariate GARCH Models

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