API for fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
| Global functions | |
|---|---|
| .QMLECondDist | Source code |
| .aparchLLH.filter | Source code |
| .aparchLLH.internal | Source code |
| .aparchLLH.testing | Source code |
| .dsged | Source code |
| .dsnorm | Source code |
| .dsstd | Source code |
| .fGARCH_show_stat_test | Source code |
| .fGARCH_summary_body_orig | Source code |
| .garchArgsParser | Source code |
| .garchFit | Source code |
| .garchInitParameters | Source code |
| .garchInitSeries | Source code |
| .garchKappaFun | Source code |
| .garchLLH | Source code |
| .garchNames | Source code |
| .garchOptimizeLLH | Source code |
| .garchOptimizerControl | Source code |
| .garchRCDAGradient | Source code |
| .garchRCDAHessian | Source code |
| .garchRlbfgsb | Source code |
| .garchRnlminb | Source code |
| .garchRnm | Source code |
| .garchRoptimhess | Source code |
| .garchSetCondDist | Source code |
| .garchTSHessian | Source code |
| .gedCondDist | Source code |
| .gedFit | Source code |
| .getfGarchEnv | Source code |
| .gogarchFit | Man page Source code |
| .hessian2sided | Source code |
| .interactiveGarchPlot | Source code |
| .lm_arch_test | Source code |
| .normCondDist | Source code |
| .onAttach | Source code |
| .plot.garch.1 | Source code |
| .plot.garch.10 | Source code |
| .plot.garch.11 | Source code |
| .plot.garch.12 | Source code |
| .plot.garch.13 | Source code |
| .plot.garch.14 | Source code |
| .plot.garch.15 | Source code |
| .plot.garch.16 | Source code |
| .plot.garch.2 | Source code |
| .plot.garch.3 | Source code |
| .plot.garch.4 | Source code |
| .plot.garch.5 | Source code |
| .plot.garch.6 | Source code |
| .plot.garch.7 | Source code |
| .plot.garch.8 | Source code |
| .plot.garch.9 | Source code |
| .psged | Source code |
| .psnorm | Source code |
| .psstd | Source code |
| .qsged | Source code |
| .qsnorm | Source code |
| .qsstd | Source code |
| .resid_with_dist | Source code |
| .rsged | Source code |
| .rsnorm | Source code |
| .rsstd | Source code |
| .setfGarchEnv | Source code |
| .sgedCondDist | Source code |
| .sgedFit | Source code |
| .show_orig_body | Source code |
| .snigCondDist | Source code |
| .snormCondDist | Source code |
| .snormFit | Source code |
| .sstdCondDist | Source code |
| .sstdFit | Source code |
| .stdCondDist | Source code |
| .stdFit | Source code |
| .truePersistence | Source code |
| .ugarchFit | Man page Source code |
| .ugarchSpec | Man page Source code |
| ES | Man page |
| ES.fGARCH | Man page |
| VaR | Man page |
| VaR.fGARCH | Man page Source code |
| absMoments | Man page Source code |
| coef | Man page |
| coef,fGARCH-method | Man page |
| coef,fGARCHSPEC-method | Man page |
| coef-methods | Man page |
| dem2gbp | Man page |
| dged | Man page Source code |
| dsged | Man page Source code |
| dsnorm | Man page Source code |
| dsstd | Man page Source code |
| dstd | Man page Source code |
| fGARCH-class | Man page |
| fGARCHSPEC-class | Man page |
| fGarch | Man page |
| fGarch-package | Man page |
| fGarchData | Man page |
| fUGARCHSPEC-class | Man page |
| fitted | Man page |
| fitted,fGARCH-method | Man page |
| fitted-methods | Man page |
| formula | Man page |
| formula,fGARCH-method | Man page |
| formula-methods | Man page |
| garchFit | Man page Source code |
| garchFitControl | Man page Source code |
| garchKappa | Man page Source code |
| garchSim | Man page Source code |
| garchSpec | Man page |
| ged | Man page |
| gedFit | Man page Source code |
| gedSlider | Man page Source code |
| pged | Man page Source code |
| plot | Man page |
| plot,fGARCH,missing-method | Man page |
| plot-methods | Man page |
| predict | Man page |
| predict,fGARCH-method | Man page |
| predict-methods | Man page |
| print.summary_fGARCH | Source code |
| print.tsdiag_fGARCH | Source code |
| psged | Man page Source code |
| psnorm | Man page Source code |
| psstd | Man page Source code |
| pstd | Man page |
| qfun_fGarch | Source code |
| qged | Man page Source code |
| qsged | Man page Source code |
| qsnorm | Man page Source code |
| qsstd | Man page Source code |
| qstd | Man page |
| residuals | Man page |
| residuals,fGARCH-method | Man page |
| residuals-methods | Man page |
| rged | Man page Source code |
| rsged | Man page Source code |
| rsnorm | Man page Source code |
| rsstd | Man page Source code |
| rstd | Man page Source code |
| sged | Man page |
| sgedFit | Man page Source code |
| sgedSlider | Man page Source code |
| show,fGARCH-method | Man page |
| show,fGARCHSPEC-method | Man page |
| snorm | Man page |
| snormFit | Man page Source code |
| snormSlider | Man page Source code |
| sp500dge | Man page |
| sstd | Man page |
| sstdFit | Man page Source code |
| sstdSlider | Man page Source code |
| std | Man page |
| stdFit | Man page Source code |
| stdSlider | Man page Source code |
| summary | Man page |
| summary,ANY-method | Man page |
| summary,fGARCH-method | Man page |
| summary-methods | Man page |
| summary.fGARCH | Source code |
| tsdiag.fGARCH | Source code |
| update,fGARCH-method | Man page |
| update,fGARCHSPEC-method | Man page |
| volatility | Man page |
| volatility.fGARCH | Man page |
