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-4.7-x86_64)mgarchBEKK_0.0.5.9000.zip(r-4.7-arm64)mgarchBEKK_0.0.5.9000.zip(r-4.6-x86_64)mgarchBEKK_0.0.5.9000.zip(r-4.6-arm64)mgarchBEKK_0.0.5.9000.zip(r-4.5-x86_64)
mgarchBEKK_0.0.5.9000.tgz(r-4.6-x86_64)mgarchBEKK_0.0.5.9000.tgz(r-4.6-arm64)mgarchBEKK_0.0.5.9000.tgz(r-4.5-x86_64)mgarchBEKK_0.0.5.9000.tgz(r-4.5-arm64)
mgarchBEKK_0.0.5.9000.tar.gz(r-4.7-arm64)mgarchBEKK_0.0.5.9000.tar.gz(r-4.7-x86_64)mgarchBEKK_0.0.5.9000.tar.gz(r-4.6-arm64)mgarchBEKK_0.0.5.9000.tar.gz(r-4.6-x86_64)
mgarchBEKK_0.0.5.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
mgarchBEKK/json (API)

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

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

On CRAN:

Conda:

5.23 score 16 stars 1 packages 24 scripts 2.9k downloads 4 exports 10 dependencies

Last updated from:dc18de62fd. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK147
linux-devel-x86_64OK134
source / vignettesOK201
linux-release-arm64OK112
linux-release-x86_64OK132
macos-release-arm64OK106
macos-release-x86_64OK262
macos-oldrel-arm64OK181
macos-oldrel-x86_64OK396
windows-devel-arm64OK324
windows-devel-x86_64OK107
windows-release-arm64OK318
windows-release-x86_64OK84
windows-oldrel-x86_64OK97
wasm-releaseOK109

Exports:BEKKdiagnoseBEKKmGJRsimulateBEKK

Dependencies:curljsonlitelatticemvtnormquadprogquantmodtseriesTTRxtszoo