tpgarcia/nbingarch: Negative Binomial GARCH Model with Covariates

This package implements the Negative Binomial Integer-valued Generalized Autoregressive Conditional Heteroscedastic (NBINGARCH) model with covariates.

Getting started

Package details

AuthorTanya P. Garcia
MaintainerTanya P. Garcia <tpgarcia16@gmail.com>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tpgarcia/nbingarch")
tpgarcia/nbingarch documentation built on May 30, 2019, 11:46 p.m.