| Name : R-MSGARCH
| |
| Version : 2.51
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.2.7
| Date : 2024-09-12 11:00:20
|
| Group : Development/Libraries/Other
| Source RPM : R-MSGARCH-2.51-lp155.2.7.src.rpm
|
| Size : 6.56 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Markov-Switching GARCH Models
|
Description :
Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast
various Markov-Switching GARCH models as described in Ardia et al.
(2019) < doi:10.18637/jss.v091.i04>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
