| .adcc_constraint |
Source code
|
| .adjust_breaks |
Source code
|
| .aggregate_mu |
Source code
|
| .aggregate_sigma |
Source code
|
| .array_mean |
Source code
|
| .calendar_eom |
Source code
|
| .cdf_fun |
Source code
|
| .cfinvghyp |
Source code
|
| .cfinvnig |
Source code
|
| .check_index_estimate |
Source code
|
| .check_index_predict |
Source code
|
| .check_index_simulate |
Source code
|
| .check_weights |
Source code
|
| .check_y_filter |
Source code
|
| .cokurt_index |
Source code
|
| .cokurt_pairs |
Source code
|
| .cokurtosis_pair_index |
Source code
|
| .cokurtosis_sigma |
Source code
|
| .combn |
Source code
|
| .compose_tri_matrix |
Source code
|
| .cond_mean_inject |
Source code
|
| .cond_mean_spec |
Source code
|
| .constant_bivariate_correlation_plot |
Source code
|
| .copula_adcc_constraint |
Source code
|
| .copula_constant_estimate |
Source code
|
| .copula_constant_filter |
Source code
|
| .copula_constant_fun |
Source code
|
| .copula_constant_hessian |
Source code
|
| .copula_constant_joint_nll |
Source code
|
| .copula_constant_joint_nllvec |
Source code
|
| .copula_constant_loglik |
Source code
|
| .copula_constant_normal |
Source code
|
| .copula_constant_normal_filter |
Source code
|
| .copula_constant_predict |
Source code
|
| .copula_constant_scores |
Source code
|
| .copula_constant_simulate |
Source code
|
| .copula_constant_simulate_r |
Source code
|
| .copula_constant_student |
Source code
|
| .copula_constant_student_filter |
Source code
|
| .copula_constant_values |
Source code
|
| .copula_dynamic_estimate |
Source code
|
| .copula_dynamic_filter |
Source code
|
| .copula_dynamic_fun |
Source code
|
| .copula_dynamic_hessian |
Source code
|
| .copula_dynamic_joint_nll |
Source code
|
| .copula_dynamic_joint_nllvec |
Source code
|
| .copula_dynamic_loglik |
Source code
|
| .copula_dynamic_normal |
Source code
|
| .copula_dynamic_normal_filter |
Source code
|
| .copula_dynamic_predict |
Source code
|
| .copula_dynamic_scores |
Source code
|
| .copula_dynamic_simulate |
Source code
|
| .copula_dynamic_simulate_r |
Source code
|
| .copula_dynamic_student |
Source code
|
| .copula_dynamic_student_filter |
Source code
|
| .copula_dynamic_values |
Source code
|
| .copula_newsimpact_correlation |
Source code
|
| .copula_newsimpact_covariance |
Source code
|
| .copula_parameters |
Source code
|
| .copula_ptransform |
Source code
|
| .copula_qtransform |
Source code
|
| .cor2cov |
Source code
|
| .cor2cov2 |
Source code
|
| .coskewness_block |
Source code
|
| .coskewness_pair_index |
Source code
|
| .coskewness_sigma |
Source code
|
| .covariance_prediction_plots |
Source code
|
| .create_cdf |
Source code
|
| .create_icdf |
Source code
|
| .create_pdf |
Source code
|
| .csimpsum |
Source code
|
| .dcc_constant_estimate |
Source code
|
| .dcc_constant_filter |
Source code
|
| .dcc_constant_fun |
Source code
|
| .dcc_constant_hessian |
Source code
|
| .dcc_constant_joint_nll |
Source code
|
| .dcc_constant_joint_nllvec |
Source code
|
| .dcc_constant_loglik |
Source code
|
| .dcc_constant_normal |
Source code
|
| .dcc_constant_normal_filter |
Source code
|
| .dcc_constant_predict |
Source code
|
| .dcc_constant_scores |
Source code
|
| .dcc_constant_simulate |
Source code
|
| .dcc_constant_simulate_r |
Source code
|
| .dcc_constant_solver |
Source code
|
| .dcc_constant_student |
Source code
|
| .dcc_constant_student_filter |
Source code
|
| .dcc_constant_values |
Source code
|
| .dcc_dynamic_estimate |
Source code
|
| .dcc_dynamic_filter |
Source code
|
| .dcc_dynamic_fun |
Source code
|
| .dcc_dynamic_hessian |
Source code
|
| .dcc_dynamic_joint_nll |
Source code
|
| .dcc_dynamic_joint_nllvec |
Source code
|
| .dcc_dynamic_loglik |
Source code
|
| .dcc_dynamic_normal |
Source code
|
| .dcc_dynamic_normal_filter |
Source code
|
| .dcc_dynamic_predict |
Source code
|
| .dcc_dynamic_predict_analytic |
Source code
|
| .dcc_dynamic_scores |
Source code
|
| .dcc_dynamic_simulate |
Source code
|
| .dcc_dynamic_simulate_r |
Source code
|
| .dcc_dynamic_solver |
Source code
|
| .dcc_dynamic_student |
Source code
|
| .dcc_dynamic_student_filter |
Source code
|
| .dcc_dynamic_values |
Source code
|
| .dcc_news_impact_surface |
Source code
|
| .dcc_newsimpact_correlation |
Source code
|
| .dcc_newsimpact_covariance |
Source code
|
| .dcc_sim_dynamic_initialize_values |
Source code
|
| .decorrelate_errors |
Source code
|
| .default_options |
Source code
|
| .dist_names |
Source code
|
| .dmvnorm |
Source code
|
| .dmvt |
Source code
|
| .dynamic_pairwise_correlation_plot |
Source code
|
| .es_empirical_calculation |
Source code
|
| .estimate_gogarch_components |
Source code
|
| .estimated_parameter_names |
Source code
|
| .extract_pit_empirical |
Source code
|
| .extract_pit_parametric |
Source code
|
| .extract_pit_spd |
Source code
|
| .filter_pairwise_names |
Source code
|
| .filter_pit_empirical |
Source code
|
| .filter_pit_parametric |
Source code
|
| .filter_pit_spd |
Source code
|
| .forecast_dates |
Source code
|
| .future_dates |
Source code
|
| .garch_extract_index |
Source code
|
| .garch_filter_model |
Source code
|
| .garch_filter_model_ica |
Source code
|
| .garch_initialize_states |
Source code
|
| .garch_simulate_model |
Source code
|
| .generate_constant_covariance |
Source code
|
| .generate_dynamic_covariance |
Source code
|
| .generate_pairwise_combinations |
Source code
|
| .get_dcc_order |
Source code
|
| .get_dcc_params |
Source code
|
| .get_garch_parameters |
Source code
|
| .get_pairwise_correlation_names |
Source code
|
| .gh_fft |
Source code
|
| .gh_fft_sim |
Source code
|
| .ghypfn |
Source code
|
| .ghypmvcf |
Source code
|
| .gogarch_cokurt_aggregate |
Source code
|
| .gogarch_cokurtosis |
Source code
|
| .gogarch_convolution_prediction |
Source code
|
| .gogarch_convolution_prediction_d |
Source code
|
| .gogarch_convolution_simulation |
Source code
|
| .gogarch_convolution_simulation_d |
Source code
|
| .gogarch_correlation |
Source code
|
| .gogarch_coskew_aggregate |
Source code
|
| .gogarch_coskewness |
Source code
|
| .gogarch_covariance |
Source code
|
| .gogarch_covariance_weighted |
Source code
|
| .gogarch_dkurtosis |
Source code
|
| .gogarch_dskewness |
Source code
|
| .gogarch_estimate |
Source code
|
| .gogarch_filter |
Source code
|
| .gogarch_fitted |
Source code
|
| .gogarch_kurtosis_weighted |
Source code
|
| .gogarch_kurtosis_weighted_sim |
Source code
|
| .gogarch_log_likelihood |
Source code
|
| .gogarch_news_impact_surface |
Source code
|
| .gogarch_newsimpact_correlation |
Source code
|
| .gogarch_newsimpact_covariance |
Source code
|
| .gogarch_port_kurtosis_estimate |
Source code
|
| .gogarch_port_kurtosis_simulate |
Source code
|
| .gogarch_port_sigma_simulate |
Source code
|
| .gogarch_port_skewness_estimate |
Source code
|
| .gogarch_port_skewness_simulate |
Source code
|
| .gogarch_predict |
Source code
|
| .gogarch_simulate |
Source code
|
| .gogarch_skewness_weighted |
Source code
|
| .icdf_fun |
Source code
|
| .interpolate_window |
Source code
|
| .is_equal |
Source code
|
| .is_equal_01 |
Source code
|
| .is_inside |
Source code
|
| .is_psd |
Source code
|
| .joint_parameter_matrix |
Source code
|
| .lbfgsb_defaults |
Source code
|
| .lower_tri_dimension |
Source code
|
| .lower_tri_matrix |
Source code
|
| .lower_tri_pairs_index |
Source code
|
| .make_correlation |
Source code
|
| .make_psd |
Source code
|
| .make_xts |
Source code
|
| .matrix_sign |
Source code
|
| .nig_fft |
Source code
|
| .nigmvcf |
Source code
|
| .nloptr_defaults |
Source code
|
| .p2P |
Source code
|
| .pca |
Source code
|
| .pit_transform |
Source code
|
| .port_sigma |
Source code
|
| .print_screen_cgarch |
Source code
|
| .print_screen_dcc |
Source code
|
| .print_screen_gogarch |
Source code
|
| .qnig |
Source code
|
| .radical_recursion |
Source code
|
| .repmat |
Source code
|
| .rescale_univariate_hessian |
Source code
|
| .rescale_univariate_scores |
Source code
|
| .retain_dimensions_array |
Source code
|
| .rmvnorm |
Source code
|
| .rmvt |
Source code
|
| .sel_col |
Source code
|
| .set_distribution_class |
Source code
|
| .set_equal |
Source code
|
| .sign_matrix |
Source code
|
| .solnp_defaults |
Source code
|
| .solver_extract_pars |
Source code
|
| .solver_extract_solution |
Source code
|
| .sym2tril |
Source code
|
| .tri_dimension |
Source code
|
| .tril2sym |
Source code
|
| .whitening_fun |
Source code
|
| .zca |
Source code
|
| array2distribution |
Source code
|
| array4d_matrix_mean |
Source code
|
| array_matrix_mean |
Source code
|
| bdiag |
Source code
|
| bread |
Man page
|
| bread.cgarch.estimate |
Man page
Source code
|
| bread.dcc.estimate |
Man page
Source code
|
| cgarch_modelspec |
Man page
Source code
|
| cgarch_modelspec.tsgarch.multi_estimate |
Man page
Source code
|
| coef |
Man page
|
| coef.cgarch.estimate |
Man page
Source code
|
| coef.dcc.estimate |
Man page
Source code
|
| coef.gogarch.estimate |
Man page
Source code
|
| coef_estimate |
Source code
|
| combn_fast |
Man page
Source code
|
| copula_transformation_estimate |
Source code
|
| copula_transformation_filter |
Source code
|
| dcc_modelspec |
Man page
Source code
|
| dcc_modelspec.tsgarch.multi_estimate |
Man page
Source code
|
| dcopula_gauss |
Source code
|
| dfft |
Man page
Source code
|
| dfft.gogarch.fft |
Man page
Source code
|
| dfft.gogarch.fftsim |
Man page
Source code
|
| dji30retw |
Man page
|
| estfun |
Man page
|
| estfun.cgarch.estimate |
Man page
Source code
|
| estfun.dcc.estimate |
Man page
Source code
|
| estfun_estimate |
Source code
|
| estimate |
Man page
|
| estimate.cgarch.spec |
Man page
Source code
|
| estimate.dcc.spec |
Man page
Source code
|
| estimate.gogarch.spec |
Man page
Source code
|
| ewma_covariance |
Source code
|
| expected_shortfall |
Man page
Source code
|
| expected_shortfall.cgarch.predict |
Man page
Source code
|
| expected_shortfall.cgarch.simulate |
Man page
Source code
|
| expected_shortfall.dcc.predict |
Man page
Source code
|
| expected_shortfall.dcc.simulate |
Man page
Source code
|
| expected_shortfall.gogarch.predict |
Man page
Source code
|
| expected_shortfall.gogarch.simulate |
Man page
Source code
|
| expected_shortfall_dcc |
Source code
|
| expected_shortfall_gogarch |
Source code
|
| filter_radical |
Source code
|
| fitted |
Man page
|
| fitted.cgarch.estimate |
Man page
Source code
|
| fitted.cgarch.predict |
Man page
Source code
|
| fitted.cgarch.simulate |
Man page
Source code
|
| fitted.dcc.estimate |
Man page
Source code
|
| fitted.dcc.predict |
Man page
Source code
|
| fitted.dcc.simulate |
Man page
Source code
|
| fitted.gogarch.estimate |
Man page
Source code
|
| fitted.gogarch.predict |
Man page
Source code
|
| fitted.gogarch.simulate |
Man page
Source code
|
| fitted_estimate |
Source code
|
| fitted_predict |
Source code
|
| fitted_simulate |
Source code
|
| fold3d |
Source code
|
| fold4d |
Source code
|
| gh_support |
Source code
|
| ghyp_mu |
Source code
|
| ghyp_variance |
Source code
|
| globalindices |
Man page
|
| gogarch_modelspec |
Man page
Source code
|
| is_square |
Source code
|
| logLik |
Man page
|
| logLik.cgarch.estimate |
Man page
Source code
|
| logLik.dcc.estimate |
Man page
Source code
|
| logLik.gogarch.estimate |
Man page
Source code
|
| logLik_estimate |
Source code
|
| lw_covariance |
Source code
|
| meatHAC_tsmarch |
Source code
|
| meat_tsmarch |
Source code
|
| model_residuals_estimate |
Source code
|
| nderiv_function_wrapper |
Source code
|
| nderiv_hessian |
Source code
|
| nderiv_jacobian |
Source code
|
| newsimpact |
Man page
|
| newsimpact.cgarch.estimate |
Man page
Source code
|
| newsimpact.dcc.estimate |
Man page
Source code
|
| newsimpact.gogarch.estimate |
Man page
Source code
|
| pfft |
Man page
Source code
|
| pfft.gogarch.fft |
Man page
Source code
|
| pfft.gogarch.fftsim |
Man page
Source code
|
| pit.gogarch.fft |
Man page
Source code
|
| plot.cgarch.estimate |
Man page
Source code
|
| plot.dcc.estimate |
Man page
Source code
|
| plot.tsmarch.newsimpact |
Man page
Source code
|
| predict |
Man page
|
| predict.cgarch.estimate |
Man page
Source code
|
| predict.dcc.estimate |
Man page
Source code
|
| predict.gogarch.estimate |
Man page
Source code
|
| print.summary.cgarch.estimate |
Man page
Source code
|
| print.summary.dcc.estimate |
Man page
Source code
|
| print.summary.gogarch.estimate |
Man page
Source code
|
| print.summary.tsmarch.estimate |
Man page
|
| qfft |
Man page
Source code
|
| qfft.gogarch.fft |
Man page
Source code
|
| qfft.gogarch.fftsim |
Man page
Source code
|
| radical |
Man page
Source code
|
| rcopula_gauss |
Source code
|
| reexports |
Man page
|
| residuals |
Man page
|
| residuals.cgarch.estimate |
Man page
Source code
|
| residuals.dcc.estimate |
Man page
Source code
|
| residuals.gogarch.estimate |
Man page
Source code
|
| rmvnorm |
Source code
|
| sigma_extractor |
Source code
|
| simulate |
Man page
|
| simulate.cgarch.estimate |
Man page
Source code
|
| simulate.dcc.estimate |
Man page
Source code
|
| simulate.gogarch.estimate |
Man page
Source code
|
| solver_conditions |
Source code
|
| standard_residuals_estimate |
Source code
|
| summary |
Man page
|
| summary.cgarch.estimate |
Man page
Source code
|
| summary.dcc.estimate |
Man page
|
| summary.gogarch.estimate |
Man page
Source code
|
| tsaggregate |
Man page
|
| tsaggregate.cgarch.estimate |
Man page
Source code
|
| tsaggregate.cgarch.predict |
Man page
Source code
|
| tsaggregate.cgarch.simulate |
Man page
Source code
|
| tsaggregate.dcc.estimate |
Man page
Source code
|
| tsaggregate.dcc.predict |
Man page
Source code
|
| tsaggregate.dcc.simulate |
Man page
Source code
|
| tsaggregate.gogarch.estimate |
Man page
Source code
|
| tsaggregate.gogarch.predict |
Man page
Source code
|
| tsaggregate.gogarch.simulate |
Man page
Source code
|
| tscokurt |
Man page
|
| tscokurt.gogarch.estimate |
Man page
Source code
|
| tscokurt.gogarch.predict |
Man page
Source code
|
| tscokurt.gogarch.simulate |
Man page
Source code
|
| tsconvolve |
Man page
|
| tsconvolve.gogarch.estimate |
Man page
Source code
|
| tsconvolve.gogarch.predict |
Man page
Source code
|
| tsconvolve.gogarch.simulate |
Man page
Source code
|
| tscor |
Man page
|
| tscor.cgarch.estimate |
Man page
Source code
|
| tscor.cgarch.predict |
Man page
Source code
|
| tscor.cgarch.simulate |
Man page
Source code
|
| tscor.dcc.estimate |
Man page
Source code
|
| tscor.dcc.predict |
Man page
Source code
|
| tscor.dcc.simulate |
Man page
Source code
|
| tscor.gogarch.estimate |
Man page
Source code
|
| tscor.gogarch.predict |
Man page
Source code
|
| tscor.gogarch.simulate |
Man page
Source code
|
| tscor_dcc_estimate |
Source code
|
| tscor_dcc_predict |
Source code
|
| tscor_dcc_simulate |
Source code
|
| tscor_gogarch_estimate |
Source code
|
| tscor_gogarch_predict |
Source code
|
| tscor_gogarch_simulate |
Source code
|
| tscoskew |
Man page
|
| tscoskew.gogarch.estimate |
Man page
Source code
|
| tscoskew.gogarch.predict |
Man page
Source code
|
| tscoskew.gogarch.simulate |
Man page
Source code
|
| tscov |
Man page
|
| tscov.cgarch.estimate |
Man page
Source code
|
| tscov.cgarch.predict |
Man page
Source code
|
| tscov.cgarch.simulate |
Man page
Source code
|
| tscov.dcc.estimate |
Man page
Source code
|
| tscov.dcc.predict |
Man page
Source code
|
| tscov.dcc.simulate |
Man page
Source code
|
| tscov.gogarch.estimate |
Man page
Source code
|
| tscov.gogarch.predict |
Man page
Source code
|
| tscov.gogarch.simulate |
Man page
Source code
|
| tscov_dcc_estimate |
Source code
|
| tscov_dcc_predict |
Source code
|
| tscov_dcc_simulate |
Source code
|
| tscov_gogarch_estimate |
Source code
|
| tscov_gogarch_predict |
Source code
|
| tscov_gogarch_simulate |
Source code
|
| tsfilter |
Man page
|
| tsfilter.cgarch.estimate |
Man page
Source code
|
| tsfilter.dcc.estimate |
Man page
Source code
|
| tsfilter.gogarch.estimate |
Man page
Source code
|
| tsmarch |
Man page
|
| tsmarch-package |
Man page
|
| unfold3d |
Source code
|
| unfold4d |
Source code
|
| upper_case_i |
Source code
|
| value_at_risk |
Man page
Source code
|
| value_at_risk.cgarch.predict |
Man page
Source code
|
| value_at_risk.cgarch.simulate |
Man page
Source code
|
| value_at_risk.dcc.predict |
Man page
Source code
|
| value_at_risk.dcc.simulate |
Man page
Source code
|
| value_at_risk.gogarch.predict |
Man page
Source code
|
| value_at_risk.gogarch.simulate |
Man page
Source code
|
| value_at_risk_dcc |
Source code
|
| value_at_risk_gogarch |
Source code
|
| vcov |
Man page
|
| vcov.cgarch.estimate |
Man page
Source code
|
| vcov.dcc.estimate |
Man page
Source code
|
| vcov_estimate |
Source code
|
| whitened_residuals_estimate |
Source code
|
