RRegArch: General univariate ARCH models simulation and estimation

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Different conditional means, conditional variances and conditional residuals models.

Author
Ollivier Taramasco, Franck Bitard
Date of publication
2016-05-02 18:50:48
Maintainer
Ollivier Taramasco <Ollivier.Taramasco@imag.fr>
License
GPL (>=2)
Version
1.0.0
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Files in this package

RRegArch/DESCRIPTION
RRegArch/INSTALL
RRegArch/NAMESPACE
RRegArch/R
RRegArch/R/RRegArch.R
RRegArch/R/RRegArchInternals.R
RRegArch/README
RRegArch/data
RRegArch/data/ARGARCHData.RData
RRegArch/data/NormData.RData
RRegArch/man
RRegArch/man/ARGARCHData.rd
RRegArch/man/NormData.rd
RRegArch/man/RegArchFit.rd
RRegArch/man/RegArchSim.rd
RRegArch/man/meanSet.rd
RRegArch/man/modelSet.rd
RRegArch/man/residualsSet.rd
RRegArch/man/varSet.rd
RRegArch/src
RRegArch/src/Makevars
RRegArch/src/Makevars.win
RRegArch/src/RGslMatrixEquiv.cpp
RRegArch/src/RGslMatrixEquiv.h
RRegArch/src/RGslRandistEquiv.h
RRegArch/src/RGslVectorEquiv.cpp
RRegArch/src/RGslVectorEquiv.h
RRegArch/src/RRegArch.cpp
RRegArch/src/RRegArch.h
RRegArch/src/RRegArchDynload.cpp
RRegArch/src/RegArchCompute.cpp
RRegArch/src/RegArchCompute.h
RRegArch/src/RegArchDef.h
RRegArch/src/RegArchMeanInclude.h
RRegArch/src/RegArchOptim.cpp
RRegArch/src/RegArchOptim.h
RRegArch/src/RegArchOptimParams.cpp
RRegArch/src/RegArchOptimParams.h
RRegArch/src/RegArchResidualsInclude.h
RRegArch/src/RegArchVarInclude.h
RRegArch/src/cAbstCondMean.cpp
RRegArch/src/cAbstCondMean.h
RRegArch/src/cAbstCondVar.cpp
RRegArch/src/cAbstCondVar.h
RRegArch/src/cAbstResiduals.cpp
RRegArch/src/cAbstResiduals.h
RRegArch/src/cAparch.cpp
RRegArch/src/cAparch.h
RRegArch/src/cAr.cpp
RRegArch/src/cAr.h
RRegArch/src/cArch.cpp
RRegArch/src/cArch.h
RRegArch/src/cCondMean.cpp
RRegArch/src/cCondMean.h
RRegArch/src/cCondResiduals.h
RRegArch/src/cCondVar.h
RRegArch/src/cConst.cpp
RRegArch/src/cConst.h
RRegArch/src/cConstCondVar.cpp
RRegArch/src/cConstCondVar.h
RRegArch/src/cEgarch.cpp
RRegArch/src/cEgarch.h
RRegArch/src/cGSLError.cpp
RRegArch/src/cGSLError.h
RRegArch/src/cGSLMatrix.cpp
RRegArch/src/cGSLMatrix.h
RRegArch/src/cGSLMultiMin.cpp
RRegArch/src/cGSLMultiMin.h
RRegArch/src/cGSLOptim.cpp
RRegArch/src/cGSLOptim.h
RRegArch/src/cGSLSiman.cpp
RRegArch/src/cGSLSiman.h
RRegArch/src/cGSLUtils.cpp
RRegArch/src/cGSLUtils.h
RRegArch/src/cGSLVector.cpp
RRegArch/src/cGSLVector.h
RRegArch/src/cGarch.cpp
RRegArch/src/cGarch.h
RRegArch/src/cLinReg.cpp
RRegArch/src/cLinReg.h
RRegArch/src/cMa.cpp
RRegArch/src/cMa.h
RRegArch/src/cNormResiduals.cpp
RRegArch/src/cNormResiduals.h
RRegArch/src/cRUtils.cpp
RRegArch/src/cRUtils.h
RRegArch/src/cRegArchError.cpp
RRegArch/src/cRegArchError.h
RRegArch/src/cRegArchGradient.cpp
RRegArch/src/cRegArchGradient.h
RRegArch/src/cRegArchParam.cpp
RRegArch/src/cRegArchParam.h
RRegArch/src/cRegArchStream.cpp
RRegArch/src/cRegArchStream.h
RRegArch/src/cRegArchValue.cpp
RRegArch/src/cRegArchValue.h
RRegArch/src/cStdDevInMean.cpp
RRegArch/src/cStdDevInMean.h
RRegArch/src/cStudentResiduals.cpp
RRegArch/src/cStudentResiduals.h
RRegArch/src/cTarch.cpp
RRegArch/src/cTarch.h
RRegArch/src/cVarInMean.cpp
RRegArch/src/cVarInMean.h