gogarch: Generalized Orthogonal GARCH (GO-GARCH) models
Version 0.7-2

Implementation of the GO-GARCH model class

AuthorBernhard Pfaff [aut, cre]
Date of publication2012-07-28 13:54:24
MaintainerBernhard Pfaff <bernhard@pfaffikus.de>
LicenseGPL (>= 2)
Version0.7-2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("gogarch")

Popular man pages

BVDWAIR: Stock prices transportation sector, oil and kerosene prices
Goestmm-class: Class "Goestmm": Go-GARCH models estimated by Methods of...
gollh: Log-Likelihood function of GO-GARCH models
gonls: Non-linear least-squares estimation of matrix B
gotheta: Creates an object of class GoGARCH based on Euler angles
Orthom-class: Class "Orthom": Orthogonal matrices
Rd2: Rotation matrix, 2-dimensional
See all...

All man pages Function index File listing

Man pages

BVDW: Dow Jones Industrial Average and Nasdaq stock indices
BVDWAIR: Stock prices transportation sector, oil and kerosene prices
BVDWSTOXX: Sector indices of the EURO STOXX 600
cora: Autocorrelations of a Matrix Process
Goestica-class: Class "Goestica": GO-GARCH models estimated by fast ICA
goest-methods: Methods for Function goest
Goestml-class: Class "Goestml": GO-GARCH models estimated by...
Goestmm-class: Class "Goestmm": Go-GARCH models estimated by Methods of...
Goestnls-class: Class "Goestnls": GO-GARCH models estimated by Non-linear...
gogarch: Specification and estimation of GO-GARCH models
GoGARCH-class: Class "GoGARCH": Estimated GO-GARCH Models
goinit: Constructor function for objects of class "Goinit"
Goinit-class: Class "Goinit": Initialisation of GO-GARCH models
gollh: Log-Likelihood function of GO-GARCH models
gonls: Non-linear least-squares estimation of matrix B
Gopredict-class: Class "Gopredict": Prediction of GO-GARCH Models
Gosum-class: Class "Gosum": Summary object of GO-GARCH model
gotheta: Creates an object of class GoGARCH based on Euler angles
Orthom-class: Class "Orthom": Orthogonal matrices
Rd2: Rotation matrix, 2-dimensional
Umatch: Matching of Orthogonal Matrices for Cayley transforms
unvech: Returns a symmetric matrix from a vector
UprodR: Creation of an orthogonal matrix
validGoinitObject: Validation function for objects of class Goinit
validOrthomObject: Validation function for objects of class Orthom
VDW: Dow Jones Industrial Average and Nasdaq stock indices

Functions

BVDW Man page
BVDWAIR Man page
BVDWSTOXX Man page
GoGARCH-class Man page
Goestica-class Man page
Goestml-class Man page
Goestmm-class Man page
Goestnls-class Man page
Goinit-class Man page
Gopredict-class Man page
Gosum-class Man page
M Man page
M,Orthom-method Man page
Orthom-class Man page
Rd2 Man page Source code
Umatch Man page Source code
UprodR Man page Source code
VDW Man page
angles Man page
angles,Goestml-method Man page
ccor Man page
ccor,GoGARCH-method Man page
ccor,Goestica-method Man page
ccor,Goestml-method Man page
ccor,Goestmm-method Man page
ccor,Goestnls-method Man page
ccor,Gopredict-method Man page
ccov Man page
ccov,GoGARCH-method Man page
ccov,Goestica-method Man page
ccov,Goestml-method Man page
ccov,Goestmm-method Man page
ccov,Goestnls-method Man page
ccov,Gopredict-method Man page
coef,GoGARCH-method Man page
coef,Goestica-method Man page
coef,Goestml-method Man page
coef,Goestmm-method Man page
coef,Goestnls-method Man page
converged Man page
converged,GoGARCH-method Man page
converged,Goestica-method Man page
converged,Goestml-method Man page
converged,Goestmm-method Man page
converged,Goestnls-method Man page
cora Man page Source code
cvar Man page
cvar,GoGARCH-method Man page
cvar,Goestica-method Man page
cvar,Goestml-method Man page
cvar,Goestmm-method Man page
cvar,Goestnls-method Man page
cvar,Gopredict-method Man page
formula,GoGARCH-method Man page
formula,Goestica-method Man page
formula,Goestml-method Man page
formula,Goestmm-method Man page
formula,Goestnls-method Man page
goest Man page
goest,Goestica-method Man page
goest,Goestml-method Man page
goest,Goestmm-method Man page
goest,Goestnls-method Man page
goest-methods Man page
gogarch Man page Source code
goinit Man page Source code
gollh Man page Source code
gonls Man page Source code
gotheta Man page Source code
logLik Man page
logLik,Goestml-method Man page
plot,GoGARCH,missing-method Man page
plot,Goestica,missing-method Man page
plot,Goestml,missing-method Man page
plot,Goestmm,missing-method Man page
plot,Goestnls,missing-method Man page
predict,GoGARCH-method Man page
predict,Goestica-method Man page
predict,Goestml-method Man page
predict,Goestmm-method Man page
predict,Goestnls-method Man page
print,Orthom-method Man page
resid,GoGARCH-method Man page
resid,Goestica-method Man page
resid,Goestml-method Man page
resid,Goestmm-method Man page
resid,Goestnls-method Man page
residuals,GoGARCH-method Man page
residuals,Goestica-method Man page
residuals,Goestml-method Man page
residuals,Goestmm-method Man page
residuals,Goestnls-method Man page
show,GoGARCH-method Man page
show,Goestica-method Man page
show,Goestml-method Man page
show,Goestmm-method Man page
show,Goestnls-method Man page
show,Goinit-method Man page
show,Gopredict-method Man page
show,Gosum-method Man page
show,Orthom-method Man page
summary,GoGARCH-method Man page
summary,Goestica-method Man page
summary,Goestml-method Man page
summary,Goestmm-method Man page
summary,Goestnls-method Man page
t,Orthom-method Man page
unvech Man page Source code
update,GoGARCH-method Man page
update,Goestica-method Man page
update,Goestml-method Man page
update,Goestmm-method Man page
update,Goestnls-method Man page
validGoinitObject Man page Source code
validOrthomObject Man page Source code

Files

MD5
man
man/Goestica-class.Rd
man/gogarch.Rd
man/Orthom-class.Rd
man/BVDWSTOXX.Rd
man/validGoinitObject.Rd
man/validOrthomObject.Rd
man/Goestmm-class.Rd
man/VDW.Rd
man/Goinit-class.Rd
man/goest-methods.Rd
man/Umatch.Rd
man/goinit.Rd
man/gonls.Rd
man/Goestml-class.Rd
man/gollh.Rd
man/Rd2.Rd
man/UprodR.Rd
man/unvech.Rd
man/cora.Rd
man/GoGARCH-class.Rd
man/gotheta.Rd
man/Gosum-class.Rd
man/BVDWAIR.Rd
man/BVDW.Rd
man/Gopredict-class.Rd
man/Goestnls-class.Rd
DESCRIPTION
inst
inst/Talks
inst/Talks/pfaff-meielisalp.pdf
inst/ChangeLog
NAMESPACE
R
R/Methods-M.R
R/Methods-angles.R
R/Methods-formula.R
R/Methods-logLik.R
R/Methods-coef.R
R/All-classes.R
R/Methods-predict.R
R/Functions.R
R/Methods-t.R
R/Methods-ccov.R
R/Methods-print.R
R/Methods-show.R
R/Methods-summary.R
R/All-generics.R
R/Methods-goest.R
R/Methods-update.R
R/Methods-residuals.R
R/Methods-cvar.R
R/Methods-resid.R
R/Methods-plot.R
R/Validation.R
R/Methods-ccor.R
R/Methods-converged.R
data
data/VDW.rda
data/BVDWAIR.rda
data/BVDWSTOXX.rda
data/BVDW.rda
gogarch documentation built on May 19, 2017, 8:07 p.m.

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