garchx

cranv1.6

Flexible and Robust GARCH-X Modelling. Flexible and robust estimation and inference of Generalised Autoregressive Conditional Heteroscedasticity (GARCH) models with covariates ('X') based on the results by Francq and Thieu (2019) <doi:10.1017/S0266466617000512>. Coefficients can straightforwardly be set to zero by omission, and quasi max

License GPL (>= 2)0 versions1 maintainers2 deps107 weekly dl
https://CRAN.R-project.org/package=garchx
40
/ 100
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safe to use

[email protected] is safe to use (health: 40/100)

Health breakdown0 – 100
10/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

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First published · 2025-07-09 18:57:43

Last updated · 2025-07-09T17:00:02+00:00

garchx — Health Score 40/100 | DepScope