Files in fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

NEWS.md README.md R/dist-sged.R R/dist-sstd.R R/dist-snormSlider.R R/dist-stdFit.R R/stats-tsdiag.R R/methods-summary.R R/dist-stdSlider.R R/fGarchEnv.R R/garch-GlobalVars.R R/garch-Solver.R R/dist-gedFit.R R/garch-FitFromFormula.R R/methods-coef.R R/dist-snorm.R R/dist-ged.R R/garch-Sim.R R/methods-show.R R/methods-plot.R R/dist-sstdFit.R R/garch-SolverControl.R R/garch-FitInternal.R R/dist-sgedFit.R R/garch-Stats.R R/garch-Initialization.R R/loglik-aparch.R R/loglik.R R/dist-sgedSlider.R R/methods-predict.R R/methods-fitted.R R/methods-update.R R/mgarch-FitFromFormula.R R/methods-volatility.R R/class-fGARCHSPEC.R R/dist-absMoments.R R/methods-formula.R R/loglik-egarch.R R/class-fGARCH.R R/dist-snormFit.R R/cvar-VaR.R R/zzz.R R/dist-gedSlider.R R/fGarch-package.R R/dist-sstdSlider.R R/garch-Distribution.R R/garch-Spec.R R/dist-std.R R/methods-residuals.R R/garch-FitFromSpec.R R/garch-Hessian.R R/garch-Gradient.R inst/unitTests/runit.garch-methods.R inst/unitTests/runit.garchFit.aparch.R inst/unitTests/runit.garchFit.dist.R inst/unitTests/runit.garchFit.faked.R inst/unitTests/runit.garchSpec.R inst/unitTests/runit.garchSolver.R inst/unitTests/runit.garchSim.R inst/unitTests/runit.garchFit.init.R inst/unitTests/runit.snorm.R inst/unitTests/runit.bugfix_6061.R inst/unitTests/runTests.R inst/unitTests/runit.garchFit.garch.R inst/unitTests/runit.garchFit.algorithm.R inst/unitTests/runit.predict-methods.R inst/unitTests/runit.plot-methods.R inst/unitTests/runit.garchHessian.R inst/unitTests/runit.sged.R inst/unitTests/runit.garchFit.R inst/unitTests/runit.sstd.R inst/unitTests/runit.formula-methods.R tests/doRUnit.R man/methods-coef.Rd man/methods-volatility.Rd man/methods-predict.Rd man/dist-sgedFit.Rd man/methods-plot.Rd man/dist-stdSlider.Rd man/dist-sstd.Rd man/methods-residuals.Rd man/dist-sged.Rd man/dist-gedSlider.Rd man/methods-fitted.Rd man/class-fGARCHSPEC.Rd man/dist-snorm.Rd man/garchFit.Rd man/garchSpec.Rd man/00fGarch-package.Rd man/dist-std.Rd man/fGarchData.Rd man/dist-sstdSlider.Rd man/class-fUGARCHSPEC.Rd man/garchFitControl.Rd man/class-fGARCH.Rd man/dist-gedFit.Rd man/methods-formula.Rd man/dist-absMoments.Rd man/dist-ged.Rd man/methods-summary.Rd man/dist-snormSlider.Rd man/dist-sstdFit.Rd man/dist-stdFit.Rd man/dist-snormFit.Rd man/dist-sgedSlider.Rd man/garchSim.Rd man/VaR.Rd