Man pages for gogarch
Generalized Orthogonal GARCH (GO-GARCH) Models
| 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 |
