Implementation of the GO-GARCH model class

Author | Bernhard Pfaff [aut, cre] |

Date of publication | 2012-07-15 10:58:06 |

Maintainer | Bernhard Pfaff <bernhard@pfaffikus.de> |

License | GPL (>= 2) |

Version | 0.7-2 |

**BVDW:** Dow Jones Industrial Average and Nasdaq stock indices

**BVDWAIR:** Stock prices transportation sector, oil and kerosene prices

**BVDWSTOXX:** Sector indices of the EURO STOXX 600

**cora:** Autocorrelations of a Matrix Process

**Goestica-class:** Class "Goestica": GO-GARCH models estimated by fast ICA

**goest-methods:** Methods for Function goest

**Goestml-class:** Class "Goestml": GO-GARCH models estimated by...

**Goestmm-class:** Class "Goestmm": Go-GARCH models estimated by Methods of...

**Goestnls-class:** Class "Goestnls": GO-GARCH models estimated by Non-linear...

**gogarch:** Specification and estimation of GO-GARCH models

**GoGARCH-class:** Class "GoGARCH": Estimated GO-GARCH Models

**goinit:** Constructor function for objects of class "Goinit"

**Goinit-class:** Class "Goinit": Initialisation of GO-GARCH models

**gollh:** Log-Likelihood function of GO-GARCH models

**gonls:** Non-linear least-squares estimation of matrix B

**Gopredict-class:** Class "Gopredict": Prediction of GO-GARCH Models

**Gosum-class:** Class "Gosum": Summary object of GO-GARCH model

**gotheta:** Creates an object of class GoGARCH based on Euler angles

**Orthom-class:** Class "Orthom": Orthogonal matrices

**Rd2:** Rotation matrix, 2-dimensional

**Umatch:** Matching of Orthogonal Matrices for Cayley transforms

**unvech:** Returns a symmetric matrix from a vector

**UprodR:** Creation of an orthogonal matrix

**validGoinitObject:** Validation function for objects of class Goinit

**validOrthomObject:** Validation function for objects of class Orthom

**VDW:** Dow Jones Industrial Average and Nasdaq stock indices

gogarch/DESCRIPTION

gogarch/NAMESPACE

gogarch/R

gogarch/R/All-classes.R
gogarch/R/All-generics.R
gogarch/R/Functions.R
gogarch/R/Methods-M.R
gogarch/R/Methods-angles.R
gogarch/R/Methods-ccor.R
gogarch/R/Methods-ccov.R
gogarch/R/Methods-coef.R
gogarch/R/Methods-converged.R
gogarch/R/Methods-cvar.R
gogarch/R/Methods-formula.R
gogarch/R/Methods-goest.R
gogarch/R/Methods-logLik.R
gogarch/R/Methods-plot.R
gogarch/R/Methods-predict.R
gogarch/R/Methods-print.R
gogarch/R/Methods-resid.R
gogarch/R/Methods-residuals.R
gogarch/R/Methods-show.R
gogarch/R/Methods-summary.R
gogarch/R/Methods-t.R
gogarch/R/Methods-update.R
gogarch/R/Validation.R
gogarch/data

gogarch/data/BVDW.rda

gogarch/data/BVDWAIR.rda

gogarch/data/BVDWSTOXX.rda

gogarch/data/VDW.rda

gogarch/inst

gogarch/inst/ChangeLog

gogarch/inst/Talks

gogarch/inst/Talks/pfaff-meielisalp.pdf

gogarch/man

gogarch/man/BVDW.Rd
gogarch/man/BVDWAIR.Rd
gogarch/man/BVDWSTOXX.Rd
gogarch/man/GoGARCH-class.Rd
gogarch/man/Goestica-class.Rd
gogarch/man/Goestml-class.Rd
gogarch/man/Goestmm-class.Rd
gogarch/man/Goestnls-class.Rd
gogarch/man/Goinit-class.Rd
gogarch/man/Gopredict-class.Rd
gogarch/man/Gosum-class.Rd
gogarch/man/Orthom-class.Rd
gogarch/man/Rd2.Rd
gogarch/man/Umatch.Rd
gogarch/man/UprodR.Rd
gogarch/man/VDW.Rd
gogarch/man/cora.Rd
gogarch/man/goest-methods.Rd
gogarch/man/gogarch.Rd
gogarch/man/goinit.Rd
gogarch/man/gollh.Rd
gogarch/man/gonls.Rd
gogarch/man/gotheta.Rd
gogarch/man/unvech.Rd
gogarch/man/validGoinitObject.Rd
gogarch/man/validOrthomObject.Rd
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