Files in tsmarch

Multivariate ARCH Models

R/RcppExports.R R/dcc-fn.R R/print.R R/extra.R R/methods.R R/solvers.R R/dcc.R R/copula.R R/data.R R/tsmarch-package.R R/reexports.R R/nderiv.R R/transformations.R R/ica.R R/plots.R R/gogarch.R R/gogarch-fn.R R/copula-fn.R R/sandwich.R R/univariate-fn.R R/mdistributions.R R/utils.R inst/doc/tsmarch_demo.R inst/doc/tsmarch_demo.Rmd inst/doc/feasible_multivariate_garch.pdf inst/doc/feasible_multivariate_garch.R inst/doc/feasible_multivariate_garch.Rmd tests/testthat.R tests/longtests/test-gogarch_moments.R tests/longtests/test-gogarch_methods.R tests/longtests/test-gogarch_convolution_dr.R tests/longtests/test-dcc.R tests/longtests/test-gogarch_convolution.R tests/longtests/test-gogarch_cond_mean.R tests/longtests/helper-global.R tests/longtests/test-tsaggregate.R tests/longtests/test-gogarch_moments_dr.R tests/longtests/test-gogarch_filter.R tests/longtests/test-dcc_cond_mean.R tests/longtests/test-gogarch_normal.R tests/testthat/test-radical.R tests/testthat/test-dcc.R tests/testthat/helper-global.R tests/testthat/test-copula.R vignettes/tsmarch_demo.Rmd vignettes/feasible_multivariate_garch.Rmd man/logLik.tsmarch.Rd man/tscor.tsmarch.Rd man/residuals.tsmarch.Rd man/reexports.Rd man/estimate.tsmarch.Rd man/summary.tsmarch.Rd man/bread.tsmarch.Rd man/tscoskew.tsmarch.Rd man/simulate.tsmarch.Rd man/tscov.tsmarch.Rd man/coef.tsmarch.Rd man/expected_shortfall.Rd man/vcov.tsmarch.Rd man/tsconvolve.Rd man/globalindices.Rd man/gogarch_modelspec.Rd man/correlation_plots.Rd man/cgarch_modelspec.Rd man/dist_fft.Rd man/predict.tsmarch.Rd man/dji30retw.Rd man/newsimpact.tsmarch.Rd man/tsaggregate.tsmarch.Rd man/radical.Rd man/tscokurt.tsmarch.Rd man/dcc_modelspec.Rd man/fitted.tsmarch.Rd man/tsmarch-package.Rd man/plot.Rd man/tsfilter.tsmarch.Rd man/cgarch_modelspec.generic.Rd man/combn_fast.Rd man/estfun.tsmarch.Rd man/pit.Rd man/value_at_risk.Rd man/dcc_modelspec.generic.Rd man/print.tsmarch.estimate.Rd