rmgarch

cranv1.4-2

Multivariate GARCH Models. Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

License GPL-3strong copyleft0 versions1 maintainers19 deps4,340 weekly dl
alexiosg/rmgarch
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safe to use

[email protected] is safe to use (health: 43/100)

Health breakdown0 – 100
10/25
maintenance
6/20
popularity
25/25
security
0/15
maturity
2/15
community
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0
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Dependency Tree

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Dependencies (19)
methodsrugarchparallelRsolnpMASSMatrixzooxtsBesselffshapepcaPPspdRcpputilsgraphicsstatsgrDevicescorpcor
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First published · 2025-08-31 19:51:30

Last updated · 2025-08-31T18:00:02+00:00