Files in tsgarch

Univariate GARCH Models

NEWS.md R/RcppExports.R R/tsgarch-package.R R/distribution.R R/persistance.R R/equations.R R/print.R R/methods.R R/solvers.R R/utilities.R R/likelihood.R R/constraints.R R/specification.R R/data.R R/simulate.R R/predict.R R/reexports.R R/benchmark.R R/backtest.R R/extractors.R R/multispec.R R/estimate.R R/profile.R R/sandwich.R R/initialization.R R/filter.R R/newsimpact.R R/unconditional.R src/TMB/compile.R inst/doc/garch_models.Rmd inst/doc/garch_models.pdf inst/doc/demonstration.Rmd inst/doc/benchmark.R inst/doc/garch_models.R inst/doc/demonstration.R inst/doc/benchmark.Rmd tests/testthat.R tests/longtests/test-backtest.R tests/longtests/test-prediction.R tests/longtests/test-profile.R tests/testthat/test-benchmarks.R tests/testthat/test-filtering.R tests/testthat/test-newsimpact.R tests/testthat/helper-global.R tests/testthat/test-operator.R tests/testthat/test-estimation.R tests/testthat/test-tmb.R tests/testthat/test-simulation.R vignettes/garch_models.Rmd vignettes/demonstration.Rmd vignettes/benchmark.Rmd man/fitted.Rd man/logLik.Rd man/predict.Rd man/omega.Rd man/residuals.Rd man/tsfilter.Rd man/reexports.Rd man/plus-.tsgarch.spec.Rd man/estimate.Rd man/benchmark_laurent.Rd man/coef.Rd man/plot.tsgarch.estimate.Rd man/AIC.Rd man/print.summary.tsgarch.profile.Rd man/tsgarch-package.Rd man/summary.tsgarch.profile.Rd man/confint.Rd man/halflife.Rd man/nloptr_options.Rd man/unconditional.Rd man/dmbp.Rd man/tsprofile.Rd man/vcov.Rd man/bread.Rd man/as_flextable.benchmark.Rd man/as_flextable.summary.Rd man/newsimpact.Rd man/garch_modelspec.Rd man/sigma.Rd man/tsbacktest.Rd man/simulate.Rd man/nobs.Rd man/print.Rd man/plot.Rd man/estfun.Rd man/persistence.Rd man/to_multi_estimate.Rd man/nikkei.Rd man/summary.Rd man/tsequation.Rd man/pit.Rd man/benchmark_fcp.Rd man/BIC.Rd