rmgarch: Multivariate GARCH Models
Version 1.3-0

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Browse man pages Browse package API and functions Browse package files

AuthorAlexios Ghalanos <alexios@4dscape.com>
Date of publication2015-12-28 08:51:15
MaintainerAlexios Ghalanos <alexios@4dscape.com>
LicenseGPL-3
Version1.3-0
URL http://www.unstarched.net https://bitbucket.org/alexiosg
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("rmgarch")

Man pages

cGARCHfilter-class: class: Copula Filter Class
cgarchfilter-methods: function: Copula-GARCH Filter
cGARCHfit-class: class: Copula Fit Class
cgarchfit-methods: function: Copula-GARCH Fit
cGARCHsim-class: class: Copula Simulation Class
cgarchsim-methods: function: Copula-GARCH Simulation
cGARCHspec-class: class: Copula Specification Class
cgarchspec-methods: function: Copula-GARCH Specification
cordist: A Correlation Distance Measure
DCCfilter-class: class: DCC Filter Class
dccfilter-methods: function: DCC-GARCH Filter
DCCfit-class: class: DCC Fit Class
dccfit-methods: function: DCC-GARCH Fit
DCCforecast-class: class: DCC Forecast Class
dccforecast-methods: function: DCC-GARCH Forecast
DCCroll-class: class: DCC Roll Class
dccroll-methods: function: DCC-GARCH Rolling Forecast
DCCsim-class: class: DCC Forecast Class
dccsim-methods: function: DCC-GARCH Simulation
DCCspec-class: class: DCC Specification Class
dccspec-methods: function: DCC-GARCH Specification
DCCtest: Engle and Sheppard Test of Dynamic Correlation
dji30retw: data: Dow Jones 30 Constituents Closing Value log Weekly...
fastica: Fast Fixed Point ICA
fMoments-class: Class '"fMoments"'
fmoments-methods: Moment Based Forecast Generation
fScenario-class: Class '"fScenario"'
fscenario-methods: Scenario Generation
goGARCHfft-class: Class: GO-GARCH portfolio density
goGARCHfilter-class: class: GO-GARCH Filter Class
gogarchfilter-methods: function: GO-GARCH Filter
goGARCHfit-class: class: GO-GARCH Fit Class
gogarchfit-methods: function: GO-GARCH Filter
goGARCHforecast-class: class: GO-GARCH Forecast Class
gogarchforecast-methods: function: GO-GARCH Forecast
goGARCHroll-class: class: GO-GARCH Roll Class
gogarchroll-methods: function: GO-GARCH Rolling Estimation
goGARCHsim-class: class: GO-GARCH Simultion Class
gogarchsim-methods: function: GO-GARCH Simulation
goGARCHspec-class: class: GO-GARCH Specification Class
gogarchspec-methods: function: GO-GARCH Specification
goload-methods: Load Scenario from File
last-methods: First and Last methods for accessing objects
mGARCHfilter-class: Class: Multivariate GARCH Filter Class
mGARCHfit-class: Class: Multivariate GARCH Fit Class
mGARCHforecast-class: Class: Multivariate GARCH Forecast Class
mGARCHroll-class: Class: Multivariate GARCH Roll Class
mGARCHsim-class: Class: Multivariate GARCH Simulation Class
mGARCHspec-class: Class: Multivariate GARCH Specification
radical: The Robust Accurate, Direct ICA aLgorithm (RADICAL).
rmgarch-package: The rmgarch package
varxfit: VARX Fit/Filter/Forecast/Simulation Functions
wmargin: Weighted Distribution Margin

Functions

CMD Source code
DCCfilter-class Man page
DCCfit-class Man page
DCCforecast-class Man page
DCCroll-class Man page
DCCsim-class Man page
DCCspec-class Man page
DCCtest Man page Source code
MardiaTest Source code
Pconstruct Source code
Pdeconstruct Source code
Spearman Source code
abind Source code
adcccon Source code
as.matgofit Source code
as.matrix,goGARCHfilter-method Man page
as.matrix,goGARCHfit-method Man page
as.matrix,goGARCHforecast-method Man page
as.matrix,goGARCHsim-method Man page
asymI Source code
betacokurt Man page Source code
betacokurt,goGARCHfilter-method Man page
betacokurt,goGARCHfit-method Man page
betacokurt,goGARCHforecast-method Man page
betacokurt.fit Source code
betacokurt.forecast Source code
betacoskew Man page Source code
betacoskew,goGARCHfilter-method Man page
betacoskew,goGARCHfit-method Man page
betacoskew,goGARCHforecast-method Man page
betacoskew.fit Source code
betacoskew.forecast Source code
betacovar Man page Source code
betacovar,goGARCHfilter-method Man page
betacovar,goGARCHfit-method Man page
betacovar,goGARCHforecast-method Man page
betacovar.fit Source code
betacovar.forecast Source code
bs.cov Source code
cGARCHfilter-class Man page
cGARCHfit-class Man page
cGARCHsim-class Man page
cGARCHspec-class Man page
cfinv Source code
cgarchfilter Man page Source code Source code
cgarchfilter,ANY-method Man page
cgarchfilter,cGARCHspec-method Man page
cgarchfilter.dynamic Source code
cgarchfilter.static Source code
cgarchfit Man page Source code Source code
cgarchfit,ANY-method Man page
cgarchfit,cGARCHspec-method Man page
cgarchfit.dynamic Source code
cgarchfit.static Source code
cgarchhessian Source code
cgarchmakefitmodel1 Source code
cgarchmakefitmodel2 Source code
cgarchsim Man page Source code Source code
cgarchsim,ANY-method Man page
cgarchsim,cGARCHfit-method Man page
cgarchsim1 Source code
cgarchsim2 Source code
cgarchspec Man page Source code Source code
cgarchspec,ANY-method Man page
cgarchspec,uGARCHmultispec-method Man page
check_ICA Source code
coef,DCCfilter-method Man page
coef,DCCfit-method Man page
coef,DCCroll-method Man page
coef,cGARCHfilter-method Man page
coef,cGARCHfit-method Man page
coef,goGARCHfilter-method Man page
coef,goGARCHfit-method Man page
coef,goGARCHforecast-method Man page
coef,goGARCHroll-method Man page
coef.cgarchfilter Source code
coef.cgarchfit Source code
coef.dccfit Source code
coef.dccroll Source code
cokurt.ind Source code
cokurt.pairs Source code
cokurt.sigma Source code
colorgradient Source code
convolution Man page Source code Source code
convolution,goGARCHfilter-method Man page
convolution,goGARCHfit-method Man page
convolution,goGARCHforecast-method Man page
convolution,goGARCHroll-method Man page
convolution,goGARCHsim-method Man page
convolution.gogarchroll Source code
convolution.gogarchsim Source code
convolutionf Source code
convolve.gh Source code
convolve.nig Source code
convolve.norm Source code
convolve.roll.mn Source code
convolve.roll.nig Source code
copula.adcccon Source code
copula.dcccon Source code
copula.normalLLH1 Source code
copula.normalLLH2 Source code
copula.normalLLH3 Source code
copula.studentLLH1 Source code
copula.studentLLH2 Source code
copula.studentLLH3 Source code
copula.tvnormalLLH1 Source code
copula.tvnormalLLH2 Source code
copula.tvnormalLLH3 Source code
copula.tvstudentLLH1 Source code
copula.tvstudentLLH2 Source code
copula.tvstudentLLH3 Source code
copuladccsimf Source code
copulagetcontrol Source code
copulagosolnpctrl Source code
copulagosolnpsolver Source code
copulalbfgsctrl Source code
copulalbfgssolver Source code
copulanlminbctrl Source code
copulanlminbsolver Source code
copulasolnpctrl Source code
copulasolnpsolver Source code
copulasolver Source code
cor2cov Source code
cordist Man page Source code
coskew.ind Source code
coskew.sigma Source code
csimpsum Source code
dcc.symcheck Source code
dcccon Source code
dccfilter Man page Source code Source code
dccfilter,ANY-method Man page
dccfilter,DCCspec-method Man page
dccfit Man page Source code Source code
dccfit,ANY-method Man page
dccfit,DCCspec-method Man page
dccforecast Man page Source code Source code
dccforecast,ANY-method Man page
dccforecast,DCCfit-method Man page
dccforecastm Source code
dccforecastn Source code
dccgetcontrol Source code
dccgosolnpctrl Source code
dccgosolnpsolver Source code
dcchessian Source code
dccinfocriteria.fit Source code
dcclbfgsctrl Source code
dcclbfgssolver Source code
dccmakefiltermodel Source code
dccmakefitmodel Source code
dccnlminbctrl Source code
dccnlminbsolver Source code
dccroll Man page Source code
dccroll,ANY-method Man page
dccroll,DCCspec-method Man page
dccsim Man page Source code
dccsim,ANY-method Man page
dccsim,DCCfit-method Man page
dccsim,DCCspec-method Man page
dccsim.fit Source code
dccsim.spec Source code
dccsimf Source code
dccsolnpctrl Source code
dccsolnpsolver Source code
dccsolver Source code
dccspec Man page Source code Source code
dccspec,ANY-method Man page
dccspec,uGARCHmultispec-method Man page
dcgarch Source code
dcintmoments Source code
dcopula.gauss Source code
dcopula.student Source code
deltaKappaGH Source code
dfft Man page Source code Source code
dfft,goGARCHfft-method Man page
dfft.mn Source code
dfft.num Source code
dfun Source code
divisortable Source code
dji30retw Man page
dmdist Source code
dmvnorm Source code
dmvt Source code
eigfun Source code
embed Source code
estindfn Source code
ewma.cov Source code Source code
extractmdata Source code
fMoments-class Man page
fMoments.default Source code
fScenario-class Man page
fScenario.default Source code
fast_kron_M Source code
fastica Man page Source code Source code
fd10 Source code
fd11 Source code
fd12 Source code
fd13 Source code
fd20 Source code
fd21 Source code
fd22 Source code
fd23 Source code
fd30 Source code
fd31 Source code
fd32 Source code
fd33 Source code
fd40 Source code
fd41 Source code
fd42 Source code
fd43 Source code
fdcccon Source code
fdccfilter Source code
fdccfit Source code
fdccforecast Source code
fdccforecastm Source code
fdccforecastn Source code
fdccforecastn2 Source code
fdccsim.fit Source code
fdccsim.spec Source code
fdccsimf Source code
fdccspec Source code
fdmethod Source code
first Man page Source code
first,ANY-method Man page
first,array-method Man page
first-methods Man page
first.array Source code
fitted,DCCfilter-method Man page
fitted,DCCfit-method Man page
fitted,DCCforecast-method Man page
fitted,DCCroll-method Man page
fitted,DCCsim-method Man page
fitted,cGARCHfilter-method Man page
fitted,cGARCHfit-method Man page
fitted,cGARCHsim-method Man page
fitted,fMoments-method Man page
fitted,fScenario-method Man page
fitted,goGARCHfilter-method Man page
fitted,goGARCHfit-method Man page
fitted,goGARCHforecast-method Man page
fitted,goGARCHroll-method Man page
fitted.cgarchfit Source code
fitted.cgarchsim Source code
fitted.dccfit Source code
fitted.dccforecast Source code
fitted.dccroll Source code
fitted.dccsim Source code
fitted.fmoments Source code
fitted.fscenario Source code
fmoments Man page Source code Source code
fmoments,ANY-method Man page
fmoments-methods Man page
fnorm Source code
fpdefl Source code
fpica Source code
fpsymm Source code
fs10 Source code
fs11 Source code
fs12 Source code
fs13 Source code
fs20 Source code
fs21 Source code
fs22 Source code
fs23 Source code
fs30 Source code
fs31 Source code
fs32 Source code
fs33 Source code
fs40 Source code
fs41 Source code
fs42 Source code
fs43 Source code
fscenario Man page Source code Source code
fscenario,ANY-method Man page
fscenario-methods Man page
fsmethod Source code
fullinc Source code
fullinc2 Source code
fullinc_fdcc Source code
fun.cov Source code
gausscopulafn Source code
genxts Source code
getSamples Source code
getfdccpars Source code
ghypfn Source code
ghypmvcf Source code
ghypscale Source code
ghypscale2 Source code
ghyptransform Source code
goGARCHfft-class Man page
goGARCHfilter-class Man page
goGARCHfit-class Man page
goGARCHforecast-class Man page
goGARCHroll-class Man page
goGARCHsim-class Man page
goGARCHspec-class Man page
gogarchcoef Source code
gogarchfilter Man page Source code Source code
gogarchfilter,ANY-method Man page
gogarchfilter,goGARCHfit-method Man page
gogarchfit Man page Source code Source code
gogarchfit,ANY-method Man page
gogarchfit,goGARCHspec-method Man page
gogarchfitroll Source code
gogarchfitsig Source code
gogarchfitted Source code
gogarchforcfitted Source code
gogarchforcsig Source code
gogarchforecast Man page Source code Source code
gogarchforecast,ANY-method Man page
gogarchforecast,goGARCHfit-method Man page
gogarchforecast-methods Man page
gogarchllh Source code
gogarchllh.independent Source code
gogarchresids Source code
gogarchroll Man page Source code
gogarchroll,ANY-method Man page
gogarchroll,goGARCHspec-method Man page
gogarchrollccoef Source code
gogarchsigroll Source code
gogarchsim Man page Source code Source code
gogarchsim,ANY-method Man page
gogarchsim,goGARCHfit-method Man page
gogarchsimsig Source code
gogarchspec Man page Source code Source code
gogarchspec,ANY-method Man page
gogarchspec-methods Man page
goget Man page Source code
goget,ANY-method Man page
goget,fScenario-method Man page
gogetscen Source code
goload Man page Source code
goload,ANY-method Man page
goload,fMoments-method Man page
goload,fScenario-method Man page
goload-methods Man page
goload1 Source code
goload2 Source code
gportmoments Man page Source code Source code
gportmoments,goGARCHfilter-method Man page
gportmoments,goGARCHfit-method Man page
gportmoments,goGARCHforecast-method Man page
gportmoments,goGARCHroll-method Man page
gportmoments,goGARCHsim-method Man page
gportmoments.garchroll Source code
gportmoments.garchsim Source code
gportmomentsf Source code
heatmap3 Source code
incseq Source code
infocriteria,DCCfit-method Man page
kappaGH Source code
klin.eval Source code
lagmatrix Source code
lagx Source code
laplace.dccLLH1 Source code
laplace.dccLLH2 Source code
laplacefilter.dccLLH2 Source code
last Man page Source code
last,ANY-method Man page
last,array-method Man page
last-methods Man page
last.array Source code
likelihood,DCCfilter-method Man page
likelihood,DCCfit-method Man page
likelihood,DCCroll-method Man page
likelihood,cGARCHfilter-method Man page
likelihood,cGARCHfit-method Man page
likelihood,goGARCHfilter-method Man page
likelihood,goGARCHfit-method Man page
likelihood.cgarchfit Source code
likelihood.dccfit Source code
lower.tri_na Source code
lowertri.index Source code
lw.cov Source code Source code
mDistributionBounds Source code
mGARCHfilter-class Man page
mGARCHfit-class Man page
mGARCHforecast-class Man page
mGARCHroll-class Man page
mGARCHsim-class Man page
mGARCHspec-class Man page
makeDNew Source code
makePNew Source code
makePd Source code
makeQNew Source code
makeQc Source code
makeQd Source code
makeiid Source code
makemultispec Source code
makeposdef Source code
matrix2xts Source code
mlts Source code
mlts.parallel Source code
mom.dcc Source code
mom.gogarch Source code
multdccfitPlot Source code
multdccforecastPlot Source code
multdccrollPlot Source code
mvmean.arfilter Source code
mvmean.arfit Source code
mvmean.arforecast Source code
mvmean.arsim Source code
mvmean.varfilter Source code
mvmean.varfit Source code
mvmean.varforecast Source code
mvmean.varsim Source code
newlagmatrix Source code
newsimpact.dcc Source code
newsimpact.dcc.cor Source code
newsimpact.dcc.cov Source code
newsimpact.fdcc.cor Source code
newsimpact.fdcc.cov Source code
newsimpact.gogarch Source code
newsimpact.gogarch.cor Source code
newsimpact.gogarch.cov Source code
nigmvcf Source code
nigscale Source code
nigscale2 Source code
nigtransform Source code
nisurface Man page Source code
nisurface,DCCfilter-method Man page
nisurface,DCCfit-method Man page
nisurface,goGARCHfilter-method Man page
nisurface,goGARCHfit-method Man page
nmoments.fft Source code
nmoments.lin Source code
normal.dccLLH1 Source code
normal.dccLLH2 Source code
normal.fdccLLH1 Source code
normal.fdccLLH2 Source code
normalfilter.dccLLH2 Source code
normalfilter.fdccLLH2 Source code
normscale Source code
nportmoments Man page Source code Source code
nportmoments,goGARCHfft-method Man page
nterdccfitPlot Source code
nterdccforecastPlot Source code
nterdccrollPlot Source code
nterval Source code
ntpol Source code
ntpolold Source code
onUnload Source code
ones Source code Source code
orthogonal Source code
paramGH Source code
pca Source code
pempirical Source code
pempirical.filter Source code
pfft Man page Source code Source code
pfft,goGARCHfft-method Man page
pfft.mn Source code
pfft.num Source code
plot,DCCfilter,missing-method Man page
plot,DCCfit,missing-method Man page
plot,DCCforecast,missing-method Man page
plot,DCCroll,missing-method Man page
plot.dccfit.1 Source code
plot.dccfit.2 Source code
plot.dccfit.3 Source code
plot.dccfit.4 Source code
plot.dccfit.5 Source code
plot.dccforecast.1 Source code
plot.dccforecast.2 Source code
plot.dccforecast.3 Source code
plot.dccforecast.4 Source code
plot.dccforecast.5 Source code
plot.dccroll.1 Source code
plot.dccroll.2 Source code
plot.dccroll.3 Source code
plot.dccroll.4 Source code
plot.dccroll.5 Source code
plotdccfit Source code
plotdccforecast Source code
plotdccroll Source code
pmdist Source code
pparametric Source code
pparametric.filter Source code
primefun Source code
pspd Source code
pspd.filter Source code
qempirical Source code
qfft Man page Source code Source code
qfft,goGARCHfft-method Man page
qfft.mn Source code
qfft.num Source code
qmdist Source code
qparametric Source code
qspd Source code
radical Man page Source code Source code
radicalOptThetaC Source code
rcokurt Man page Source code Source code
rcokurt,fMoments-method Man page
rcokurt,goGARCHfilter-method Man page
rcokurt,goGARCHfit-method Man page
rcokurt,goGARCHforecast-method Man page
rcokurt,goGARCHroll-method Man page
rcokurt,goGARCHsim-method Man page
rcokurt.fmoments Source code
rcokurtroll Source code
rcokurtsim Source code
rcopula Source code
rcopula.gauss Source code
rcopula.student Source code
rcor Man page Source code
rcor,DCCfilter-method Man page
rcor,DCCfit-method Man page
rcor,DCCforecast-method Man page
rcor,DCCroll-method Man page
rcor,DCCsim-method Man page
rcor,cGARCHfilter-method Man page
rcor,cGARCHfit-method Man page
rcor,cGARCHsim-method Man page
rcor,goGARCHfilter-method Man page
rcor,goGARCHfit-method Man page
rcor,goGARCHforecast-method Man page
rcor,goGARCHroll-method Man page
rcor,goGARCHsim-method Man page
rcor.cgarchfit Source code
rcor.cgarchsim Source code
rcor.dccfit Source code
rcor.dccforecast Source code
rcor.dccroll Source code
rcor.dccsim Source code
rcorgarch Source code
rcorgarchf Source code
rcorgarchsim Source code
rcorroll Source code
rcoskew Man page Source code Source code
rcoskew,fMoments-method Man page
rcoskew,goGARCHfilter-method Man page
rcoskew,goGARCHfit-method Man page
rcoskew,goGARCHforecast-method Man page
rcoskew,goGARCHroll-method Man page
rcoskew,goGARCHsim-method Man page
rcoskew.fmoments Source code
rcoskewroll Source code
rcoskewsim Source code
rcov Man page Source code
rcov,DCCfilter-method Man page
rcov,DCCfit-method Man page
rcov,DCCforecast-method Man page
rcov,DCCroll-method Man page
rcov,DCCsim-method Man page
rcov,cGARCHfilter-method Man page
rcov,cGARCHfit-method Man page
rcov,cGARCHsim-method Man page
rcov,fMoments-method Man page
rcov,goGARCHfilter-method Man page
rcov,goGARCHfit-method Man page
rcov,goGARCHforecast-method Man page
rcov,goGARCHroll-method Man page
rcov,goGARCHsim-method Man page
rcov.cgarchfit Source code
rcov.cgarchsim Source code
rcov.dccfit Source code
rcov.dccforecast Source code
rcov.dccroll Source code
rcov.dccsim Source code
rcov.fmoments Source code
rcovgarch Source code
rcovgarchf Source code
rcovgarchsim Source code
rcovroll Source code
repmat Source code Source code
residuals,DCCfilter-method Man page
residuals,DCCfit-method Man page
residuals,cGARCHfilter-method Man page
residuals,cGARCHfit-method Man page
residuals,goGARCHfilter-method Man page
residuals,goGARCHfit-method Man page
residuals.cgarchfit Source code
residuals.dccfit Source code
rmdist Source code
rmgarch Man page
rmgarch-package Man page
rmvnorm Source code
rmvt Source code
rob.cov Source code
robustvar Source code
rolldcc Source code
rollgogarch Source code
rot90 Source code
rshape Man page Source code
rshape,DCCfilter-method Man page
rshape,DCCfit-method Man page
rshape,DCCforecast-method Man page
rshape,DCCroll-method Man page
rshape,cGARCHfilter-method Man page
rshape,cGARCHfit-method Man page
rskew Man page Source code
rskew,DCCfilter-method Man page
rskew,DCCfit-method Man page
rskew,DCCforecast-method Man page
rskew,DCCroll-method Man page
rskew,cGARCHfilter-method Man page
rskew,cGARCHfit-method Man page
rtvcopula Source code
sEqual Source code
sEqual01 Source code
sIn Source code
sample.copula Source code
scenario.cgarch Source code
scenario.dcc Source code
scenario.gogarch Source code
scenario.mdist Source code
scenario.var Source code
sdigit Source code
selcol Source code
setEqual Source code
setfixed<-,DCCspec,vector-method Man page
setfixed<-,cGARCHspec,vector-method Man page
setfixedcg Source code
setfixeddcc Source code
setstart<-,DCCspec,vector-method Man page
setstart<-,cGARCHspec,vector-method Man page
setstartcg Source code
setstartdcc Source code
shape.cgarchfit Source code
shape.dccfit Source code
shape.dccroll Source code
show,DCCfilter-method Man page
show,DCCfit-method Man page
show,DCCforecast-method Man page
show,DCCroll-method Man page
show,DCCsim-method Man page
show,DCCspec-method Man page
show,cGARCHfilter-method Man page
show,cGARCHfit-method Man page
show,cGARCHsim-method Man page
show,cGARCHspec-method Man page
show,fMoments-method Man page
show,fScenario-method Man page
show,goGARCHfilter-method Man page
show,goGARCHfit-method Man page
show,goGARCHforecast-method Man page
show,goGARCHspec-method Man page
sigma,DCCfilter-method Man page
sigma,DCCfit-method Man page
sigma,DCCforecast-method Man page
sigma,DCCroll-method Man page
sigma,DCCsim-method Man page
sigma,cGARCHfilter-method Man page
sigma,cGARCHfit-method Man page
sigma,cGARCHsim-method Man page
sigma,goGARCHforecast-method Man page
sigma,goGARCHroll-method Man page
sigma.cgarchfit Source code
sigma.cgarchsim Source code
sigma.dccfit Source code
sigma.dccforecast Source code
sigma.dccroll Source code
sigma.dccsim Source code
simlayout Source code
simulate.constant Source code
size Source code
skew.cgarchfit Source code
skew.dccfit Source code
skew.dccroll Source code
sqrtm Source code
sqrtsymmat Source code
stars Source code
student.dccLLH1 Source code
student.dccLLH2 Source code
studentfilter.dccLLH2 Source code
tcopulafn Source code
tvgausscopulafn Source code
tvtcopulafn Source code
umeanvar Source code
upper.tri_na Source code
varcovres Source code
varxfilter Man page Source code
varxfit Man page Source code
varxforecast Man page Source code
varxselect Source code
varxsim Man page Source code
varxsimXX Source code
vasicekm Source code
vech2 Source code Source code
vechR Source code Source code
whitenv Source code
wintpl Source code
wmargin Man page Source code
wmargin.mvlaplace Source code
wmargin.mvn Source code
wmargin.mvt Source code
xdccfilter Source code
xdccfit Source code
xdccforecast Source code
xdccsim.fit Source code
xdccsim.spec Source code
xdccspec Source code
xfun Source code
xfun1 Source code
xfun2 Source code
xfun3 Source code
xfun4 Source code
zeros Source code Source code

Files

TODO
inst
inst/CITATION
inst/COPYRIGHTS
inst/doc
inst/doc/The_rmgarch_models.Rnw
inst/doc/The_rmgarch_models.pdf
inst/rmgarch.tests
inst/rmgarch.tests/rmgarch.test2.R
inst/rmgarch.tests/rmgarch.test1.R
inst/rmgarch.tests/rmgarch.test4.R
inst/rmgarch.tests/rmgarch.test3.R
inst/rmgarch.tests/rmgarch.test5.R
inst/rmgarch.tests/runtests.R
src
src/Makevars
src/copulas.h
src/rmdist.cpp
src/rdcc.cpp
src/ica.cpp
src/rmdist.h
src/gogarch.cpp
src/copulas.cpp
src/Makevars.win
src/rdcc.h
src/ica.h
src/gogarch.h
NAMESPACE
data
data/dji30retw.rda
R
R/copula-likelihoods.R
R/rmgarch-var.R
R/rdcc-methods.R
R/rmgarch-ica.R
R/fdcc-main.R
R/rdcc-postestimation.R
R/copula-classes.R
R/rmgarch-scenario.R
R/rdcc-solver.R
R/rdcc-likelihoods.R
R/copula-solver.R
R/gogarch-main.R
R/copula-methods.R
R/rmgarch-tests.R
R/rmgarch-classes.R
R/gogarch-distributions.R
R/copula-main.R
R/rdcc-plots.R
R/rmgarch-mmean.R
R/rdcc-main.R
R/rdcc-mdistributions.R
R/copula-postestimation.R
R/fdcc-likelihoods.R
R/rmgarch-series.R
R/copula-fn.R
R/gogarch-classes.R
R/gogarch-methods.R
R/rdcc-classes.R
R/rmgarch-functions.R
R/copula-transformations.R
R/zzz.R
R/copula-distributions.R
vignettes
vignettes/The_rmgarch_models.Rnw
vignettes/The_rmgarch_models.tex
vignettes/rmgarchbib.bib
vignettes/rmgarch1.tex
README.md
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/radical.Rd
man/DCCfit-class.Rd
man/dji30retw.Rd
man/goGARCHfit-class.Rd
man/cgarchsim-methods.Rd
man/mGARCHspec-class.Rd
man/cgarchspec-methods.Rd
man/cgarchfit-methods.Rd
man/DCCfilter-class.Rd
man/DCCsim-class.Rd
man/fastica.Rd
man/goGARCHspec-class.Rd
man/DCCtest.Rd
man/gogarchsim-methods.Rd
man/gogarchforecast-methods.Rd
man/fMoments-class.Rd
man/cordist.Rd
man/dccsim-methods.Rd
man/wmargin.Rd
man/fscenario-methods.Rd
man/mGARCHforecast-class.Rd
man/gogarchfit-methods.Rd
man/dccfilter-methods.Rd
man/dccroll-methods.Rd
man/varxfit.Rd
man/dccspec-methods.Rd
man/goGARCHfft-class.Rd
man/mGARCHsim-class.Rd
man/gogarchspec-methods.Rd
man/mGARCHfilter-class.Rd
man/dccfit-methods.Rd
man/last-methods.Rd
man/goload-methods.Rd
man/DCCroll-class.Rd
man/mGARCHfit-class.Rd
man/cGARCHspec-class.Rd
man/fScenario-class.Rd
man/goGARCHroll-class.Rd
man/gogarchroll-methods.Rd
man/DCCforecast-class.Rd
man/DCCspec-class.Rd
man/goGARCHfilter-class.Rd
man/cGARCHfit-class.Rd
man/cgarchfilter-methods.Rd
man/fmoments-methods.Rd
man/cGARCHsim-class.Rd
man/gogarchfilter-methods.Rd
man/goGARCHsim-class.Rd
man/rmgarch-package.Rd
man/cGARCHfilter-class.Rd
man/mGARCHroll-class.Rd
man/dccforecast-methods.Rd
man/goGARCHforecast-class.Rd
.Rinstignore
rmgarch documentation built on May 20, 2017, 4:23 a.m.