Files in rugarch
Univariate GARCH Models
.Rinstignore
MD5
ChangeLog
README.md
NAMESPACE
DESCRIPTION
R/rugarch-numderiv.R
R/rugarch-distributions.R
R/rugarch-graphs.R
R/rugarch-mcsgarch.R
R/rugarch-helperfn.R
R/rugarch-sgarch.R
R/rugarch-igarch.R
R/rugarch-aparch.R
R/rugarch-methods.R
R/rugarch-bootstrap.R
R/rugarch-armafor.R
R/rugarch-series.R
R/rugarch-cwrappers.R
R/rugarch-lossfn.R
R/arfima-main.R
R/rugarch-realgarch.R
R/rugarch-solvers.R
R/rugarch-startpars.R
R/rugarch-tests.R
R/rugarch-cv.R
R/rugarch-rolling.R
R/rugarch-plots.R
R/rugarch-figarch.R
R/arfima-classes.R
R/rugarch-gjrgarch.R
R/rugarch-egarch.R
R/zzz.R
R/rugarch-fgarch.R
R/rugarch-imports.R
R/rugarch-kappa.R
R/arfima-multi.R
R/rugarch-csgarch.R
R/rugarch-multi.R
R/rugarch-uncertainty.R
R/rugarch-benchmarks.R
R/rugarch-classes.R
R/arfima-methods.R
src/gig.h
src/filters.h
src/distributions.c
src/gig.c
src/filters.c
src/rugarch.c
src/nig.c
src/distributions.h
src/garchmodels.c
src/garchsim.cpp
src/nig.h
src/rugarch.h
src/garchsim.h
src/fracdiff.c
src/fracdiff.h
inst/COPYRIGHTS
inst/CITATION
inst/doc/Introduction_to_the_rugarch_package.pdf
inst/doc/Introduction_to_the_rugarch_package.Rnw
inst/rugarch.tests/rugarch.test3.R
inst/rugarch.tests/rugarch.test10.R
inst/rugarch.tests/rugarch.test12.R
inst/rugarch.tests/rugarch.test6.R
inst/rugarch.tests/rugarch.test8.R
inst/rugarch.tests/rugarch.test11.R
inst/rugarch.tests/runtests.R
inst/rugarch.tests/rugarch.test13.R
inst/rugarch.tests/rugarch.test5.R
inst/rugarch.tests/rugarch.test9.R
inst/rugarch.tests/rugarch.test2.R
inst/rugarch.tests/rugarch.test14.R
inst/rugarch.tests/rugarch.test4.R
inst/rugarch.tests/rugarch.test1.R
inst/rugarch.tests/rugarch.test7.R
build/vignette.rds
vignettes/ghyp3.png
vignettes/dist1.png
vignettes/boot_partial.png
vignettes/ghyp2.png
vignettes/ghyp1.png
vignettes/Introduction_to_the_rugarch_package.Rnw
vignettes/rugarchbib.bib
vignettes/ghyp4.png
vignettes/dist2.png
vignettes/dist11.png
vignettes/rugarch.tex
vignettes/roll.png
vignettes/fitplot.png
vignettes/dist3.png
data/dji30ret.rda
data/dmbp.rda
data/spyreal.rda
data/sp500ret.rda
man/ARFIMA-class.Rd
man/GARCHfilter-class.Rd
man/spyreal.Rd
man/ARFIMAspec-class.Rd
man/uGARCHfilter-class.Rd
man/ugarchforecast-methods.Rd
man/GARCHspec-class.Rd
man/multispec-methods.Rd
man/GARCHfit-class.Rd
man/arfimaforecast-methods.Rd
man/VaRTest.Rd
man/arfimasim-methods.Rd
man/ARFIMAmultifit-class.Rd
man/autoarfima.Rd
man/arfimafit-methods.Rd
man/ugarchbench.Rd
man/arfimadistribution-methods.Rd
man/ARFIMAsim-class.Rd
man/extradistfun.Rd
man/uGARCHmultiforecast-class.Rd
man/ARFIMAdistribution-class.Rd
man/ARFIMApath-class.Rd
man/ugarchdistribution-methods.Rd
man/VaRDurTest.Rd
man/ugarchfilter-methods.Rd
man/uGARCHspec-class.Rd
man/ARFIMAmultispec-class.Rd
man/multifit-methods.Rd
man/ARFIMAfilter-class.Rd
man/ARFIMAroll-class.Rd
man/DateTimeUtilities.Rd
man/ARFIMAforecast-class.Rd
man/VaRloss.Rd
man/uGARCHroll-class.Rd
man/dji30ret.Rd
man/ugarchdist.Rd
man/arfimacv.Rd
man/GARCHboot-class.Rd
man/dmbp.Rd
man/rGARCH-class.Rd
man/uGARCHmultifit-class.Rd
man/HLTest.Rd
man/uGARCHsim-class.Rd
man/ARFIMAmultiforecast-class.Rd
man/GMMTest.Rd
man/uGARCHmultispec-class.Rd
man/GARCHroll-class.Rd
man/DACTest.Rd
man/uGARCHpath-class.Rd
man/ESTest.Rd
man/BerkowitzTest.Rd
man/arfimaspec-methods.Rd
man/ugarchsim-methods.Rd
man/uGARCHfit-class.Rd
man/mcs.Rd
man/ghyptransform.Rd
man/ARFIMAfit-class.Rd
man/multifilter-methods.Rd
man/ugarchspec-methods.Rd
man/sp500ret.Rd
man/ugarchfit-methods.Rd
man/uGARCHdistribution-class.Rd
man/arfimapath-methods.Rd
man/ugarchboot-methods.Rd
man/uGARCHmultifilter-class.Rd
man/uGARCHboot-class.Rd
man/ARFIMAmultifilter-class.Rd
man/GARCHtests-class.Rd
man/rugarch-package.Rd
man/GARCHpath-class.Rd
man/uGARCHforecast-class.Rd
man/GARCHdistribution-class.Rd
man/arfimaroll-methods.Rd
man/ugarchroll-methods.Rd
man/GARCHforecast-class.Rd
man/ugarchpath-methods.Rd
man/GARCHsim-class.Rd
man/arfimafilter-methods.Rd
man/VaRplot.Rd
man/multiforecast-methods.Rd
