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r / packages / r-lgarch 0.6_2

Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively.

Installers

  • linux-64 v0.6_2

conda install

To install this package run one of the following:
conda install r::r-lgarch

Description


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