| Name : R-lgarch
| |
| Version : 0.6.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:02:02
|
| Group : Development/Libraries/Other
| Source RPM : R-lgarch-0.6.2-lp153.2.13.src.rpm
|
| Size : 0.14 MB
| |
| Packager : (none)
| |
| Summary : Simulation and Estimation of Log-GARCH Models
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
