Files in MSGARCH

Markov-Switching GARCH Models

MD5

NEWS

NAMESPACE

DESCRIPTION

THANKS

R/RcppExports.R R/State.R R/Utils.R R/Pit.R R/UncVol.R R/StartingValues.R R/CreateSpec.R R/Kernel.R R/Posterior.R R/Distributions.R R/DIC.R R/FitML.R R/MSGARCH.R R/simulate.R R/predict.R R/Volatility.R R/FitMCMC.R R/Risk.R R/Optimizers.R R/ParameterTransformation.R R/Inference.R R/ExtractStateFit.R R/Print.R R/Transmat.R R/ParameterConstraints.R R/Samplers.R R/PredPDF.R R/CondVol.R R/zzz.R R/Likelihood.R R/Plot.R

src/adaptMCMC.cpp

src/sARCH.h

src/Makevars.win

src/sGARCH.h

src/Makevars

src/MSgarch.cpp

src/pdf_c.cpp

src/gjrGARCH.cpp

src/MSgarch.h

src/RcppExports.cpp

src/gjrGARCH.h

src/Ged.cpp

src/Ged.h

src/Decoding.h

src/Student.cpp

src/Normal.cpp

src/Student.h

src/EM.cpp

src/Skewed.h

src/tGARCH.h

src/Egarch.cpp

src/EM.h

src/sARCH.cpp

src/Symmetric.h

src/Utils.h

src/SingleRegime.h

src/Normal.h

src/eGARCH.h

src/Tgarch.cpp

src/sGARCH.cpp

src/Decoding.cpp

src/Mapping.cpp

inst/COPYRIGHTS

inst/CITATION

build/partial.rdb

tests/testthat.R tests/testthat/test_MCMC.R tests/testthat/test_ExtractStateFit.R tests/testthat/test_Risk.R tests/testthat/test_MLE.R tests/testthat/test_State.R tests/testthat/test_Volatility.R tests/testthat/test_Simulation.R tests/testthat/test_PRED_PIT.R

data/dem2gbp.rda

data/SMI.rda

man/MSGARCH-package.Rd man/UncVol.Rd man/State.Rd man/predict.Rd man/CreateSpec.Rd man/FitML.Rd man/SMI.Rd man/PIT.Rd man/Risk.Rd man/DIC.Rd man/dem2gbp.Rd man/Volatility.Rd man/simulate.Rd man/ExtractStateFit.Rd man/PredPdf.Rd man/TransMat.Rd man/FitMCMC.Rd

MSGARCH documentation built on Dec. 6, 2022, 1:06 a.m.