Package: mgarchBEKK 0.0.5.9000

mgarchBEKK: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes

Procedures to simulate, estimate and diagnose MGARCH processes of BEKK and multivariate GJR (bivariate asymmetric GARCH model) specification.

Authors:Harald Schmidbauer [aut], Angi Roesch [aut], Vehbi Sinan Tunalioglu [cre, aut]

mgarchBEKK_0.0.5.9000.tar.gz
mgarchBEKK_0.0.5.9000.zip(r-4.5)mgarchBEKK_0.0.5.9000.zip(r-4.4)mgarchBEKK_0.0.5.9000.zip(r-4.3)
mgarchBEKK_0.0.5.9000.tgz(r-4.4-x86_64)mgarchBEKK_0.0.5.9000.tgz(r-4.4-arm64)mgarchBEKK_0.0.5.9000.tgz(r-4.3-x86_64)mgarchBEKK_0.0.5.9000.tgz(r-4.3-arm64)
mgarchBEKK_0.0.5.9000.tar.gz(r-4.5-noble)mgarchBEKK_0.0.5.9000.tar.gz(r-4.4-noble)
mgarchBEKK_0.0.5.9000.tgz(r-4.4-emscripten)mgarchBEKK_0.0.5.9000.tgz(r-4.3-emscripten)
mgarchBEKK.pdf |mgarchBEKK.html✨
mgarchBEKK/json (API)
NEWS

# Install 'mgarchBEKK' in R:
install.packages('mgarchBEKK', repos = c('https://vst.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/vst/mgarchbekk/issues

On CRAN:

4.55 score 14 stars 1 packages 17 scripts 325 downloads 4 exports 10 dependencies

Last updated 2 years agofrom:dc18de62fd. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-win-x86_64OKNov 15 2024
R-4.5-linux-x86_64OKNov 15 2024
R-4.4-win-x86_64OKNov 15 2024
R-4.4-mac-x86_64OKNov 15 2024
R-4.4-mac-aarch64OKNov 15 2024
R-4.3-win-x86_64OKNov 15 2024
R-4.3-mac-x86_64OKNov 15 2024
R-4.3-mac-aarch64OKNov 15 2024

Exports:BEKKdiagnoseBEKKmGJRsimulateBEKK

Dependencies:curljsonlitelatticemvtnormquadprogquantmodtseriesTTRxtszoo