wARMASVp

cranv0.1.0

Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models. Estimation, simulation, hypothesis testing, and forecasting for univariate higher-order stochastic volatility SV(p) models. Supports Gaussian, Student-t, and Generalized Error Distribution (GED) innovations, with optional leverage effects. Estimation uses closed-form Winsorized ARMA-SV (W-ARMA-SV) m

License GPL (>= 3)0 versions1 maintainers3 deps108 weekly dl
roga11/wARMASVp
55
/ 100
Health
safe to use

[email protected] is safe to use (health: 55/100)

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

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First published · 2026-04-22 10:05:16

Last updated · 2026-04-22T07:20:08+00:00

wARMASVp — Health Score 55/100 | DepScope