Package: spGARCH
Type: Package
Title: Spatial ARCH and GARCH Models (spGARCH)
Version: 0.2.2
Authors@R: person("Philipp", "Otto", role = c("cre", "aut"), email = "ph.otto789@gmail.com", comment = c(ORCID = "https://orcid.org/0000-0002-9796-6682"))
Maintainer: Philipp Otto <ph.otto789@gmail.com>
Contact: <ph.otto789@gmail.com>
Description: A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) <arXiv:1609.00711>: simulation of spatial ARCH-type processes (spARCH, exponential spARCH, complex spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.
License: GPL
Encoding: UTF-8
Depends: R (>= 3.1.0)
Imports: Rcpp (>= 0.12.4), stats, truncnorm, Rsolnp, spdep, Matrix,
        nleqslv, methods
LinkingTo: Rcpp, RcppEigen, Matrix
NeedsCompilation: yes
Packaged: 2020-09-01 18:24:18 UTC; potto
Author: Philipp Otto [cre, aut] (<https://orcid.org/0000-0002-9796-6682>)
Repository: CRAN
Date/Publication: 2020-09-02 07:10:03 UTC
Built: R 4.1.3; x86_64-w64-mingw32; 2023-04-17 17:02:23 UTC; windows
Archs: i386, x64
