| Name : R-spGARCH
| |
| Version : 0.2.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.9.1
| Date : 2024-09-10 05:42:51
|
| Group : Development/Libraries/Other
| Source RPM : R-spGARCH-0.2.2-lp156.9.1.src.rpm
|
| Size : 0.62 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Spatial ARCH and GARCH Models (spGARCH)
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
