Implementation of the GO-GARCH model class
|Author||Bernhard Pfaff [aut, cre]|
|Date of publication||2012-07-15 10:58:06|
|Maintainer||Bernhard Pfaff <firstname.lastname@example.org>|
|License||GPL (>= 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