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)mgarchBEKK_0.0.5.9000.zip(r-4.6)mgarchBEKK_0.0.5.9000.zip(r-4.5)
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✨
card.svg |card.png
mgarchBEKK/json (API)
NEWS

# 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:

4.78 score 16 stars 1 packages 25 scripts 312 downloads 4 exports 10 dependencies

Last updated from:dc18de62fd. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK281
linux-devel-x86_64OK143
source / vignettesOK198
linux-release-arm64OK131
linux-release-x86_64OK146
macos-release-arm64OK132
macos-release-x86_64OK253
macos-oldrel-arm64OK170
macos-oldrel-x86_64OK243
windows-develOK104
windows-releaseOK82
windows-oldrelOK88
wasm-releaseOK128

Exports:BEKKdiagnoseBEKKmGJRsimulateBEKK

Dependencies:curljsonlitelatticemvtnormquadprogquantmodtseriesTTRxtszoo