DynaMo (Dynamic Models) is a package for time series analysis. The package provides methods for simulation, inference and prediction of a set dynamic models including: GARCH, ACD and GAS.
Package details |
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| Author | Christian Brownlees |
| Maintainer | Christian Brownlees <christian.brownlees@upf.edu> |
| License | GPL |
| Version | 0.3-1 |
| URL | https://github.com/ctbrownlees/R-Package-dynamo |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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