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DESCRIPTION
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DESCRIPTION
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Package: garchmodels
Title: The 'Tidymodels' Extension for GARCH Models
Version: 0.1.1
Authors@R: c(
person("Alberto", "Almuiña", email = "albertogonzalezalmuinha@gmail.com", role = c("aut", "cre"))
)
Description: Garch framework for use with the 'tidymodels' ecosystem. It includes both univariate and
multivariate methods from the 'rugarch' and 'rmgarch' packages. These models include DCC-Garch, Copula Garch
and Go-GARCH among others.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Depends:
R (>= 3.5.0),
parsnip,
rugarch,
rmgarch
Imports:
rlang (>= 0.1.2),
magrittr,
purrr,
dplyr,
stringr,
tibble,
tidyr,
dials
Suggests:
tidymodels,
tidyverse,
modeltime,
timetk,
lubridate,
knitr,
rmarkdown,
roxygen2,
testthat (>= 3.0.0),
covr
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.1
VignetteBuilder: knitr
Config/testthat/edition: 3