TrungLeVn/SgtAcd: Autoregressive Density Model with Skewed Generalized Student-t distribution
Version 0.1.2

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

Getting started

Package details

AuthorTrung Hai Le
MaintainerTrung Le <[email protected]>
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("devtools")
library(devtools)
install_github("TrungLeVn/SgtAcd")
TrungLeVn/SgtAcd documentation built on July 18, 2018, 3:04 a.m.