lgarch

cranv0.7

Simulation and Estimation of Log-GARCH Models. Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a

License GPL-2strong copyleft0 versions1 maintainers2 deps84 weekly dl
https://CRAN.R-project.org/package=lgarch
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  • Low health score (38/100)
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5/25
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25/25
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6/15
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2/15
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First published · 2025-03-25 19:52:06

Last updated · 2025-03-25T18:00:02+00:00

lgarch — Health Score 38/100 | DepScope