TrungLeVn/SgtAcd
Autoregressive Density Model with Skewed Generalized Student-t distribution

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TrungLeVn/SgtAcd: Autoregressive Density Model with Skewed Generalized Student-t distribution

TrungLeVn/SgtAcd: Autoregressive Density Model with Skewed Generalized Student-t distribution

This package performs the ACD model with conditional SGT distribution, inspired by rugarch and racd package of Alexios

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Package details
AuthorTrung Hai Le
MaintainerTrung Le <trunglh@hvnh.edu.vn>
LicenseWhat license is it under?
Version0.1.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R: 
install.packages("remotes")
remotes::install_github("TrungLeVn/SgtAcd")
TrungLeVn/SgtAcd documentation built on July 25, 2021, 4:49 a.m.

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