Man pages for segMGarch
Multiple Change-Point Detection for High-Dimensional GARCH Processes
| DQtest-methods | A regression-based test to backtest VaR models proposed by... |
| garch.seg-class | An S4 method to detect the change-points in a... |
| gen_pc_coef-class | A method to generate piecewise constant coefficients |
| kupiec-methods | Method to backtest VaR violation using the Kupiec statistics |
| pc_cccsim-methods | A method to simulate nonstationary high-dimensional CCC GARCH... |
| pc_Sigma-methods | Method to simulate correlated variables with change-points |
| segMGarch-package | Multiple Change-Point Detection for High-Dimensional GARCH... |
| simMGarch-class | An S4 class for a nonstationary CCC model. |
| TL-methods | Method to backtest VaR violation using the Traffic Light (TL)... |
| tvMGarch-class | An S4 class for a nonstationary multivariate class model. |
