DESCRIPTION

Package: rmgarch
Type: Package
Title: Multivariate GARCH Models
Version: 1.4-0
Date: 2022-03-04
Author: Alexios Galanos <alexios@4dscape.com>
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 3.0.2), methods, rugarch (>=  1.4-7), 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, corpcor
Description: Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.
Collate: rmgarch-extrafun.R 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, https://github.com/alexiosg/rmgarch
License: GPL-3