Files in fEGarch

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

NEWS.md README.md R/RcppExports.R R/input_checkers_egarch_spec.R R/setup-estim.R R/figarchfit.R R/input_checkers_nonpar_spec.R R/datasets.R R/reexport-pipe.R R/fEGarch_fit-plot.R R/tgarchfit.R R/lin_filters.R R/AttachMessage.R R/arma-farima-wrappers.R R/varescalc.R R/gjrgarchfit.R R/format_applier_ts.R R/popular-methods.R R/fitting-function.R R/rugarch-wrappers.R R/sged-distribution-functions.R R/hessCalc.R R/test-functions.R R/sstd-distribution-functions.R R/garch_estim.R R/fitgarchfit.R R/class-locpol_spec.R R/snorm-distribution-functions.R R/general_garch_fitting.R R/figjrgarchfit.R R/density_selectors.R R/aparchfit.R R/generics.R R/nonparametric-step.R R/close_to_lreturn.R R/class-fEGarch_fit.R R/ts_split_train_and_test.R R/fiaparchfit.R R/distr_est.R R/sim-functions.R R/garchfit.R R/base_sim_functions.R R/fEGarch-package.R R/class-egarch-spec.R R/class-mean_spec.R R/sald-distribution-functions.R R/class-fEGarch_distr_est.R R/ufRisk-functions.R R/forecasting-functions.R R/input_checkers_mean_spec.R R/class-fEGarch_forecast.R R/class-fEGarch_risk.R tests/testthat.R tests/testthat/test-input_checkers_arma_spec.R tests/testthat/test-class-egarch-spec.R tests/testthat/test-input_checkers_egarch_spec.R tests/testthat/test-class-mean_spec.R tests/testthat/test-gedFunctions.R tests/testthat/test-forecasting.R tests/testthat/test-fEGarch-fitting.R tests/testthat/test-aldFunctions.R tests/testthat/test-garch_estim.R tests/testthat/test-nonpar.R tests/testthat/test-stdFunctions.R tests/testthat/test-format_applier_ts.R tests/testthat/test-normFunctions.R man/garchm_estim.Rd man/fEGarch_sim.Rd man/fEGarch-package.Rd man/fitted.Rd man/forecasting-model-methods.Rd man/locpol_spec_methods.Rd man/plot-fEGarch_risk-ANY-method.Rd man/fitted_object_generics.Rd man/fit-test-generics.Rd man/residuals.Rd man/reexports.Rd man/find_dist.Rd man/mean_spec.Rd man/loss_functions.Rd man/VaR-ES-Calculation.Rd man/sign_bias_test-fEGarch_fit-method.Rd man/backtest-tests.Rd man/close_to_lreturn.Rd man/loss_functions-fEGarch_risk-method.Rd man/backtest-generics.Rd man/fEGarch_fit-egarch_type_spec-method.Rd man/mean_spec_methods.Rd man/spec_generics.Rd man/spec_methods.Rd man/autoplot-fEGarch_fit-method.Rd man/figarch_sim.Rd man/tgarch.Rd man/rugarch_wrappers.Rd man/figjrgarch.Rd man/forecasting-generics.Rd man/submodel-specs.Rd man/tgarch_sim.Rd man/fEGarch_fit.Rd man/measure_risk.Rd man/fEGarch-subspecs.Rd man/fEGarch.Rd man/fit_test_suite-fEGarch_fit-method.Rd man/figjrgarch_sim.Rd man/accessor_methods_distr_est.Rd man/fEGarch_fit-loggarch_type_spec-method.Rd man/aparch_sim.Rd man/distribution_estimation.Rd man/fiaparch_sim.Rd man/sigma.Rd man/fitgarch.Rd man/figarch.Rd man/locpol_spec.Rd man/garch.Rd man/accessor_methods.Rd man/ljung_box_test-fEGarch_fit-method.Rd man/plot.Rd man/forecasting-methods.Rd man/SP500.Rd man/fiaparch.Rd man/goodn_of_fit_test-fEGarch_fit-method.Rd man/aparch.Rd man/gjrgarch.Rd man/UKinflation.Rd man/fitgarch_sim.Rd man/autoplot-fEGarch_risk-method.Rd man/garch_sim.Rd man/gjrgarch_sim.Rd man/show-methods.Rd man/plot-fEGarch_fit-ANY-method.Rd man/fEGarch_spec.Rd man/nonpar-generics.Rd man/sim_functions.Rd