Reference manual

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install.packages("fGarch")

4033.92 by Georgi N. Boshnakov, 3 months ago


https://geobosh.github.io/fGarchDoc/ (doc), https://www.rmetrics.org (devel)


Report a bug at https://r-forge.r-project.org/projects/rmetrics


Browse source code at https://github.com/cran/fGarch


Authors: Diethelm Wuertz [aut] (original code) , Yohan Chalabi [aut] , Tobias Setz [aut] , Martin Maechler [aut] , Chris Boudt [ctb] , Pierre Chausse [ctb] , Michal Miklovac [ctb] , Georgi N. Boshnakov [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports fBasics, timeDate, timeSeries, fastICA, Matrix, cvar, graphics, methods, stats, utils

Suggests RUnit, tcltk, goftest


Imported by AriGaMyANNSVR, CEEMDANML, GWEX, IndexConstruction, L2DensityGoFtest, MTS, SLBDD, StockDistFit, WaveletML, fExtremes, ftsa, gratis, irtDemo, ludic, mixAR, npboottprm, npboottprmFBar, segMGarch, svines, univariateML.

Depended on by distrRmetrics, gogarch.

Suggested by AER, CLA, PortfolioAnalytics, cvar, fPortfolio, ggfortify, sarima, simsalapar, smoots, symmetry.

Enhanced by stargazer, texreg.


See at CRAN