Package: rugarch
Type: Package
Title: Univariate GARCH Models
Version: 1.4-9
Date: 2022-10-24
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre"), email = "alexios@4dscape.com"),person("Tobias","Kley",role="ctb",email="tobias.kley@bristol.ac.uk"))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 3.5.0), methods, parallel
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo (>= 0.2.34)
Imports: Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic,
        Rcpp,graphics, stats, grDevices, utils
Suggests: knitr, rmarkdown
Description: ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Collate: rugarch-imports.R rugarch-cwrappers.R rugarch-solvers.R
        rugarch-lossfn.R rugarch-distributions.R rugarch-kappa.R
        rugarch-helperfn.R rugarch-numderiv.R rugarch-series.R
        rugarch-startpars.R rugarch-tests.R rugarch-armafor.R
        rugarch-graphs.R rugarch-classes.R rugarch-sgarch.R
        rugarch-figarch.R rugarch-csgarch.R rugarch-fgarch.R
        rugarch-egarch.R rugarch-gjrgarch.R rugarch-aparch.R
        rugarch-igarch.R rugarch-mcsgarch.R rugarch-realgarch.R
        rugarch-multi.R rugarch-plots.R rugarch-rolling.R
        rugarch-uncertainty.R rugarch-bootstrap.R rugarch-methods.R
        rugarch-benchmarks.R arfima-classes.R arfima-multi.R
        arfima-main.R arfima-methods.R rugarch-cv.R zzz.R
LazyLoad: yes
URL: http://www.unstarched.net, https://github.com/alexiosg/rugarch
License: GPL-3
NeedsCompilation: yes
Packaged: 2022-10-26 16:35:08 UTC; alexios
Author: Alexios Galanos [aut, cre],
  Tobias Kley [ctb]
Repository: CRAN
Date/Publication: 2022-10-26 22:32:36 UTC
Built: R 4.1.3; x86_64-w64-mingw32; 2023-04-17 16:46:47 UTC; windows
Archs: i386, x64
