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

BVDWDow Jones Industrial Average and Nasdaq stock indices
BVDWAIRStock prices transportation sector, oil and kerosene prices
BVDWSTOXXSector indices of the EURO STOXX 600
coraAutocorrelations of a Matrix Process
Goestica-classClass "Goestica": GO-GARCH models estimated by fast ICA
goest-methodsMethods for Function goest
Goestml-classClass "Goestml": GO-GARCH models estimated by...
Goestmm-classClass "Goestmm": Go-GARCH models estimated by Methods of...
Goestnls-classClass "Goestnls": GO-GARCH models estimated by Non-linear...
gogarchSpecification and estimation of GO-GARCH models
GoGARCH-classClass "GoGARCH": Estimated GO-GARCH Models
goinitConstructor function for objects of class "Goinit"
Goinit-classClass "Goinit": Initialisation of GO-GARCH models
gollhLog-Likelihood function of GO-GARCH models
gonlsNon-linear least-squares estimation of matrix B
Gopredict-classClass "Gopredict": Prediction of GO-GARCH Models
Gosum-classClass "Gosum": Summary object of GO-GARCH model
gothetaCreates an object of class GoGARCH based on Euler angles
Orthom-classClass "Orthom": Orthogonal matrices
Rd2Rotation matrix, 2-dimensional
UmatchMatching of Orthogonal Matrices for Cayley transforms
unvechReturns a symmetric matrix from a vector
UprodRCreation of an orthogonal matrix
validGoinitObjectValidation function for objects of class Goinit
validOrthomObjectValidation function for objects of class Orthom
VDWDow Jones Industrial Average and Nasdaq stock indices
gogarch documentation built on April 28, 2022, 3 p.m.