Name : R-bayesGARCH
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Version : 2.1.10
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp153.1.12
| Date : 2024-06-14 11:17:55
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Group : Development/Libraries/Other
| Source RPM : R-bayesGARCH-2.1.10-lp153.1.12.src.rpm
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Size : 0.08 MB
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Packager : (none)
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Summary : Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
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Description :
Provides the bayesGARCH() function which performs the Bayesian estimation of the GARCH(1,1) model with Student\'s t innovations as described in Ardia (2008) < doi:10.1007/978-3-540-78657-3>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |