| Name : R-garchx
| |
| Version : 1.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.8
| Date : 2024-06-14 11:01:55
|
| Group : Development/Libraries/Other
| Source RPM : R-garchx-1.5-lp153.1.8.src.rpm
|
| Size : 0.12 MB
| |
| Packager : (none)
| |
| Summary : Flexible and Robust GARCH-X Modelling
|
Description :
Flexible and robust estimation and inference of generalised
autoregressive conditional heteroscedasticity (GARCH) models with
covariates (\'X\') based on the results by Francq and Thieu (2018)
< doi:10.1017/S0266466617000512>. Coefficients can straightforwardly be
set to zero by omission, and quasi maximum likelihood methods ensure
estimates are generally consistent and inference valid, even when the
standardised innovations are non-normal and/or dependent over time, see
< https://journal.r-project.org/archive/2021/RJ-2021-057/RJ-2021-057.pdf>
for an overview of the package.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
