README.md

In Sondre91/starmagarch: Estimation of spatio-temporal ARMA-GARCH models

starmagarch package

Contributors: Sondre Hølleland†, Hans Arnfinn Karlsen. University of Bergen, Norway.

† Responsible for the code.

Correspondance to: [e-mail]

Related litterature: A Stationary Spatio-Temporal GARCH model.

Installation

This packages uses the TMB package. The TMB package requires a C++ compilator. Follow the instructions for download and installing TMB. To install the package, use

library(devtools)
devtools::install_github("holleland/starmagarch")

Example

To see an example of how to use the package, see this vignette.

Author

Sondre Hølleland - holleland

License

© Sondre Hølleland

This project is licensed under the MIT License - see LICENSE.md for details.

Sondre91/starmagarch documentation built on July 16, 2025, 4:53 p.m.