fEGarch
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

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64
Man pages
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fEGarch: SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
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API

API for fEGarch
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

Global functions
%>% Man page
.onAttach Source code
.onUnload Source code
ES_calc Man page Source code
PoT_calc Source code
SP500 Man page
UKinflation Man page
VaR_calc Man page Source code
WAD Man page
WAD,fEGarch_risk-method Man page
accessor_methods Man page
adj_sigt_fun Source code
ald_est Man page Source code
ald_first_abs_mom Source code
ald_fit Source code
aparch Man page Source code
aparch_grab_pars Source code
aparch_ru Man page Source code
aparch_sim Man page Source code
aparch_sim_Cpp Source code
ar_infty Source code
arma_farima_forecasts Source code
arma_fit Source code
arma_grab_pars Source code
arma_sim_Cpp Source code
autoplot,fEGarch_fit-method Man page
autoplot,fEGarch_risk-method Man page
backtest_suite Man page
backtest_suite,fEGarch_risk-method Man page
baseES_calc Source code
baseVaR_calc Source code
base_garch_spec Source code
binomial_coef Source code
bmethod_checker_locpol Source code
boundary_method Man page
boundary_method,locpol_spec-method Man page
boundary_method<- Man page
boundary_method<-,locpol_spec-method Man page
bwidth Man page
bwidth,locpol_spec-method Man page
bwidth<- Man page
bwidth<-,locpol_spec-method Man page
bwidth_checker_locpol Source code
cdf_fun Source code
central_mom_sald Source code
central_mom_sged Source code
central_mom_snorm Source code
central_mom_sstd Source code
check_which Source code
check_which_risk Source code
close_to_lreturn Man page Source code
cmeans Man page
cmeans,ANY-method Man page
cmeans,fEGarch_fit-method Man page
cmeans,fEGarch_forecast-method Man page
compute_vcov Source code
cond_cov_test Man page
cond_cov_test,fEGarch_risk-method Man page
cond_d_par_restr Source code
cond_dist Man page
cond_dist,ANY-method Man page
cond_dist,base_garch_spec-method Man page
cond_dist<- Man page
cond_dist<-,base_garch_spec-method Man page
cov_tests Man page
cov_tests,fEGarch_risk-method Man page
crit_calc Source code
d_coefs Source code
d_coefs_inv Source code
distr_checker Source code
distr_est Man page Source code
egarch_grab_pars Source code
egarch_longmemo_type_sim Source code
egarch_ru Man page Source code
egarch_shortmemo_type_sim Source code
egarch_spec Man page Source code
egarch_type_spec Man page Source code
etat Man page
etat,ANY-method Man page
etat,fEGarch_fit-method Man page
expect_calc_egarch Source code
fEGarch Man page Source code
fEGarch-package Man page
fEGarch_distr_est Source code
fEGarch_fit Man page
fEGarch_fit,egarch_type_spec-method Man page
fEGarch_fit,loggarch_type_spec-method Man page
fEGarch_fit_aparch Source code
fEGarch_fit_egarch Source code
fEGarch_fit_fiaparch Source code
fEGarch_fit_figarch Source code
fEGarch_fit_figjrgarch Source code
fEGarch_fit_fitgarch Source code
fEGarch_fit_garch Source code
fEGarch_fit_gjrgarch Source code
fEGarch_fit_loggarch Source code
fEGarch_fit_rugarch_wrapper Source code
fEGarch_fit_tgarch Source code
fEGarch_forecast Source code
fEGarch_predict Man page
fEGarch_predict,fEGarch_fit_aparch-method Man page
fEGarch_predict,fEGarch_fit_egarch-method Man page
fEGarch_predict,fEGarch_fit_fiaparch-method Man page
fEGarch_predict,fEGarch_fit_figarch-method Man page
fEGarch_predict,fEGarch_fit_figjrgarch-method Man page
fEGarch_predict,fEGarch_fit_fitgarch-method Man page
fEGarch_predict,fEGarch_fit_garch-method Man page
fEGarch_predict,fEGarch_fit_gjrgarch-method Man page
fEGarch_predict,fEGarch_fit_loggarch-method Man page
fEGarch_predict,fEGarch_fit_tgarch-method Man page
fEGarch_risk Source code
fEGarch_sim Man page Source code
fEGarch_spec Man page Source code
farima_fit Source code
farima_grab_pars Source code
farima_sim_Cpp Source code
fetch_arma_pars_fit Source code
fiaparch Man page Source code
fiaparch_grab_pars Source code
fiaparch_sim Man page Source code
fiaparch_sim_Cpp Source code
fiegarch_spec Man page Source code
figarch Man page Source code
figarch_grab_pars Source code
figarch_sim Man page Source code
figjrgarch Man page Source code
figjrgarch_grab_pars Source code
figjrgarch_sim Man page Source code
filoggarch_spec Man page Source code
fimegarch_spec Man page Source code
fimloggarch_spec Man page Source code
find_dist Man page Source code
fit_test_suite Man page
fit_test_suite,fEGarch_fit-method Man page
fitgarch Man page Source code
fitgarch_grab_pars Source code
fitgarch_sim Man page Source code
fitted,fEGarch_fit-method Man page
fitted,fEGarch_forecast-method Man page
fitted_arma_Cpp Source code
fitted_object_generics Man page
forecast_arma_Cpp Source code
forecast_farima_Cpp Source code
format_applier_ts Source code
fun1_selector Source code
fun2_selector Source code
garch Man page Source code
garch_grab_pars Source code
garch_sim Man page Source code
garchm_estim Man page Source code
ged_est Man page Source code
general_garch_fitting Source code
gjrgarch Man page Source code
gjrgarch_grab_pars Source code
gjrgarch_ru Man page Source code
gjrgarch_sim Man page Source code
goal_fun_creator_aparch Source code
goal_fun_creator_egarch Source code
goal_fun_creator_fiaparch Source code
goal_fun_creator_figarch Source code
goal_fun_creator_figjrgarch Source code
goal_fun_creator_fitgarch Source code
goal_fun_creator_garch Source code
goal_fun_creator_gjrgarch Source code
goal_fun_creator_loggarch Source code
goal_fun_creator_tgarch Source code
goodn_of_fit_test Man page
goodn_of_fit_test,fEGarch_fit-method Man page
hessCalc Source code
identify_arma_settings Source code
include_mean Man page
include_mean,ANY-method Man page
include_mean,mean_spec-method Man page
include_mean<- Man page
include_mean<-,mean_spec-method Man page
indep_test Man page
indep_test,fEGarch_risk-method Man page
inf_criteria Man page
inf_criteria,ANY-method Man page
inf_criteria,fEGarch_distr_est-method Man page
inf_criteria,fEGarch_fit-method Man page
initial_split Source code
inv_cdf_fun Source code
inv_cdf_fun_helper Source code
kernel_checker_locpol Source code
kernel_order Man page
kernel_order,locpol_spec-method Man page
kernel_order<- Man page
kernel_order<-,locpol_spec-method Man page
ljung_box_test Man page
ljung_box_test,fEGarch_fit-method Man page
llhood Man page
llhood,ANY-method Man page
llhood,fEGarch_distr_est-method Man page
llhood,fEGarch_fit-method Man page
lmemo_checker Source code
locpol_spec Man page Source code
locpol_spec_methods Man page
loggarch_grab_pars Source code
loggarch_longmemo_type_sim Source code
loggarch_shortmemo_type_sim Source code
loggarch_spec Man page Source code
loggarch_type_spec Man page Source code
long_memo Man page
long_memo,ANY-method Man page
long_memo,base_garch_spec-method Man page
long_memo,mean_spec-method Man page
long_memo<- Man page
long_memo<-,base_garch_spec-method Man page
long_memo<-,mean_spec-method Man page
loss0 Source code
loss1 Source code
loss2 Source code
loss3 Source code
loss_functions Man page
loss_functions,fEGarch_risk-method Man page
ma_infty Source code
mean_checker Source code
mean_spec Man page Source code
mean_spec_methods Man page
measure_risk Man page
measure_risk,fEGarch_distr_est-method Man page
measure_risk,fEGarch_fit-method Man page
measure_risk,fEGarch_forecast-method Man page
megarch_spec Man page Source code
mloggarch_spec Man page Source code
model_type_checker Source code
modulus Man page
modulus,ANY-method Man page
modulus,egarch_type_spec-method Man page
modulus<- Man page
modulus<-,egarch_type_spec-method Man page
modulus_checker Source code
nextpow2 Source code
nllhood_calc Source code
nllhood_setup Source code
nonpar_est Source code
norm_est Man page Source code
order_checker Source code
order_checker_arma Source code
orders Man page
orders,ANY-method Man page
orders,base_garch_spec-method Man page
orders,mean_spec-method Man page
orders<- Man page
orders<-,base_garch_spec-method Man page
orders<-,mean_spec-method Man page
pars Man page
pars,ANY-method Man page
pars,fEGarch_distr_est-method Man page
pars,fEGarch_fit-method Man page
pdf_ald Source code
pdf_ald_v1 Source code
pdf_ged Source code
pdf_ged_v1 Source code
pdf_norm Source code
pdf_norm_v1 Source code
pdf_skew_norm_final Source code
pdf_skew_norm_s Source code
pdf_skew_sald Source code
pdf_skew_sald_final Source code
pdf_skew_sald_s Source code
pdf_skew_sged Source code
pdf_skew_sged_final Source code
pdf_skew_sged_s Source code
pdf_skew_snorm Source code
pdf_skew_sstd Source code
pdf_skew_sstd_final Source code
pdf_skew_sstd_s Source code
pdf_std Source code
pdf_std_v1 Source code
plot Man page
plot,fEGarch_fit,ANY-method Man page
plot,fEGarch_fit-method Man page
plot,fEGarch_risk,ANY-method Man page
plot,fEGarch_risk-method Man page
plot_cmeans Source code
plot_cmeans_gg Source code
plot_etat Source code
plot_etat_gg Source code
plot_returns Source code
plot_returns_gg Source code
plot_sigt Source code
plot_sigt_gg Source code
poly_checker_locpol Source code
poly_inv Source code
poly_order Man page
poly_order,locpol_spec-method Man page
poly_order<- Man page
poly_order<-,locpol_spec-method Man page
power_checker Source code
powers Man page
powers,ANY-method Man page
powers,egarch_type_spec-method Man page
powers<- Man page
powers<-,egarch_type_spec-method Man page
predict,fEGarch_fit-method Man page
predict_internal Man page
predict_internal,fEGarch_fit-method Man page
predict_roll Man page
predict_roll,fEGarch_fit-method Man page
qged_s Source code
qlap Source code
rald_s Man page Source code
reexports Man page
rejecter Source code
rescale_estim Source code
residuals,fEGarch_fit-method Man page
rged_s Man page Source code
rnorm_s Man page Source code
rsald_s Man page Source code
rsged_s Man page Source code
rsnorm_s Man page Source code
rsstd_s Man page Source code
rstd_s Man page Source code
rugarch_modelfit Source code
rugarch_wrappers Man page
run_nonpar Source code
sald_est Man page Source code
se Man page
se,ANY-method Man page
se,fEGarch_distr_est-method Man page
se,fEGarch_fit-method Man page
set_default Source code
set_start_LB_UB Source code
sged_est Man page Source code
show,fEGarch_distr_est-method Man page
show,fEGarch_fit_aparch-method Man page
show,fEGarch_fit_egarch-method Man page
show,fEGarch_fit_fiaparch-method Man page
show,fEGarch_fit_figarch-method Man page
show,fEGarch_fit_figjrgarch-method Man page
show,fEGarch_fit_fitgarch-method Man page
show,fEGarch_fit_garch-method Man page
show,fEGarch_fit_gjrgarch-method Man page
show,fEGarch_fit_loggarch-method Man page
show,fEGarch_fit_rugarch_wrapper-method Man page
show,fEGarch_fit_tgarch-method Man page
show,fEgarch_distr_est-method Man page
show,fEgarch_fit_aparch-method Man page
show,fEgarch_fit_fiaparch-method Man page
show,fEgarch_fit_figarch-method Man page
show,fEgarch_fit_figjrgarch-method Man page
show,fEgarch_fit_fitgarch-method Man page
show,fEgarch_fit_garch-method Man page
show,fEgarch_fit_gjrgarch-method Man page
show,fEgarch_fit_loggarch-method Man page
show,fEgarch_fit_rugarch_wrapper-method Man page
show,fEgarch_fit_tgarch-method Man page
sigma,fEGarch_fit-method Man page
sigma,fEGarch_forecast-method Man page
signCpp Source code
signVecCpp Source code
sign_bias_test Man page
sign_bias_test,fEGarch_fit-method Man page
sigt Man page
sigt,ANY-method Man page
sigt,fEGarch_fit-method Man page
sigt,fEGarch_forecast-method Man page
sigt_aparch_Cpp Source code
sigt_aparch_R Source code
sigt_aparch_forecast_short Source code
sigt_egarch_forecast_longCpp Source code
sigt_egarch_forecast_shortCpp Source code
sigt_egarch_longCpp Source code
sigt_egarch_long_R Source code
sigt_egarch_shortCpp Source code
sigt_egarch_short_R Source code
sigt_fiaparch_R Source code
sigt_fiaparch_forecast Source code
sigt_figarch_R Source code
sigt_figjrgarch_R Source code
sigt_fitgarch_R Source code
sigt_garch_Cpp Source code
sigt_garch_R Source code
sigt_gjrgarch_R Source code
sigt_loggarch_forecast_long Source code
sigt_loggarch_forecast_short Source code
sigt_loggarch_long Source code
sigt_loggarch_long_R Source code
sigt_loggarch_short Source code
sigt_loggarch_short_R Source code
sigt_tgarch_R Source code
sim_functions Man page
simfun_selector Source code
snorm_est Man page Source code
spec_generics Man page
spec_methods Man page
split_ts Source code
sstd_est Man page Source code
std_est Man page Source code
submodel-specs Man page
tgarch Man page Source code
tgarch_grab_pars Source code
tgarch_sim Man page Source code
trafflight_test Man page
trafflight_test,fEGarch_risk-method Man page
uncond_cov_test Man page
uncond_cov_test,fEGarch_risk-method Man page
vcov_mat Man page
vcov_mat,ANY-method Man page
vcov_mat,fEGarch_distr_est-method Man page
vcov_mat,fEGarch_fit-method Man page
zone_selector Source code
fEGarch documentation built on Sept. 11, 2025, 5:11 p.m.

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