Files in COGARCH
Simulation and inferenc for COGARCH(1,1) processes
CodeGenerator.nb
DESCRIPTION
NAMESPACE
moments/Coefficients/moments8
moments/Coefficients/moments4
moments/Coefficients/moments6
moments/Coefficients/moments2
moments/EGS/EG0S4
moments/EGS/EG4S2
moments/EGS/EG0S8
moments/EGS/EG0S6
moments/EGS/EG6S2
moments/EGS/EG4S0
moments/EGS/EG2S4
moments/EGS/EG8S0
moments/EGS/EG4S4
moments/EGS/EG2S0
moments/EGS/EG6S0
moments/EGS/EG2S6
moments/EGS/EG0S2
moments/EGS/EG2S2
moments/J/J100
moments/J/J322
moments/J/J110
moments/J/J333
moments/J/J221
moments/J/J332
moments/J/J321
moments/J/J211
moments/J/J303
moments/J/J311
moments/J/J212
moments/J/J300
moments/J/J201
moments/J/J312
moments/J/J331
moments/J/J330
moments/J/J200
moments/J/J320
moments/J/J101
moments/J/J222
moments/J/J210
moments/J/J220
moments/J/J313
moments/J/J310
moments/J/J301
moments/J/J302
moments/J/J202
moments/J/J323
moments/J/J111
moments/JM/EG2G2G2G2
moments/JM/EG2G2G4
moments/JM/EG2G6
moments/JM/EG2G2
moments/JM/EG4G2
moments/JM/EG2G4
moments/JM/EG2G2G2
moments/JM/EG6G2
moments/JM/EG4G2G2
moments/JM/EG2G4G2
moments/JM/EG4G4
cases/minfBodyMom4
cases/m0SumsSimplified
cases/mnSumsSimplifiedAgainWithRepl
cases/m0SumsSimplifiedAgainWithRepl
cases/minfSumsSimplified
cases/mnBodyMom8
cases/minfSumsReduced
cases/m0mom6A_cases
cases/mnBodyMom6A
cases/minfBodyMom6B
cases/mnBodyMom4
cases/mnBodyMom6B
cases/m0mom6B_cases
cases/minfBodyMom6A
cases/minfBodyMom8
cases/m0mom8_cases
cases/mnSumsReduced
cases/mnSumsSimplified
R/cfunctions.R
R/varGamma.R
R/as_vector.R
R/shrinker.R
R/standaloneMoments.R
R/rLatentCOGARCH.R
R/COGprm.R
R/shock.R
R/OPBE.R
R/MSPE.R
R/MMestimation.R
R/rCOGARCH.R
R/trajectories.R
R/PML.R
R/setPsi.R
R/rComPoisson.R
R/generatedCode/standaloneMoments.R
src/common.c
src/computeMcases.c
src/Makevars
src/common.h
src/computeMloop.c
src/generatedCode/casesMN.c
src/generatedCode/moments4cases.part.c
src/generatedCode/coefficientsAsArray.part.c
src/generatedCode/coefficientFunctions.h
src/generatedCode/standaloneMoments.h
src/generatedCode/coefficientsAsVariables.part.c
src/generatedCode/coefficientsAsArray.h
src/generatedCode/moments8cases.part.c
src/generatedCode/standaloneMoments.c
src/generatedCode/moments6cases.part.c
src/generatedCode/casesM0.c
src/generatedCode/coefficientFunctions.c
man/PMLestimation.Rd
man/rCOGARCH.Rd
man/PML-methods.Rd
man/OPBcontrast.Rd
man/OPBestimation.Rd
man/OPBEF.Rd
man/varGamma.Rd
man/setPsi.Rd
man/setPsi-methods.Rd
man/PML.Rd
man/OPBestimation-methods.Rd
man/as.vector-methods.Rd
man/MSPEestimation.Rd
man/MSPEestimation-methods.Rd
man/PMLestimation-methods.Rd
man/MSPEcontrast-methods.Rd
man/MSPEcontrast.Rd
man/moments.Rd
man/COGprm.Rd
man/MMestimation.Rd
man/OPBEF-methods.Rd
man/trajectories.Rd
