Package: rugarch
Type: Package
Title: Univariate GARCH models
Version: 1.3-4
Date: 2014-11-08
Author: Alexios Ghalanos <alexios@4dscape.com>
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Depends: R (>= 3.0.2), methods, parallel
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo (>= 0.2.34)
Imports: Rsolnp, nloptr, ks, numDeriv, spd, xts, zoo, chron,
        SkewHyperbolic, expm, Rcpp
Description: ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Collate: rugarch-imports.R rugarch-cwrappers.R rugarch-solvers.R
        rugarch-lossfn.R rugarch-distributions.R rugarch-kappa.R
        rugarch-helperfn.R rugarch-numderiv.R rugarch-series.R
        rugarch-startpars.R rugarch-tests.R rugarch-armafor.R
        rugarch-graphs.R rugarch-classes.R rugarch-sgarch.R
        rugarch-csgarch.R rugarch-fgarch.R rugarch-egarch.R
        rugarch-gjrgarch.R rugarch-aparch.R rugarch-igarch.R
        rugarch-mcsgarch.R rugarch-realgarch.R rugarch-multi.R
        rugarch-plots.R rugarch-rolling.R rugarch-uncertainty.R
        rugarch-bootstrap.R rugarch-methods.R rugarch-benchmarks.R
        arfima-classes.R arfima-multi.R arfima-main.R arfima-methods.R
        zzz.R
LazyLoad: yes
URL: http://www.unstarched.net, https://bitbucket.org/alexiosg
License: GPL-3
Packaged: 2014-11-08 17:55:54 UTC; alexios
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-11-09 00:30:55
Built: R 3.0.3; i386-w64-mingw32; 2015-04-17 00:06:37 UTC; windows
Archs: i386, x64
