Package: rugarch
Type: Package
Title: Univariate GARCH models
Version: 1.0-14
Date: 2012-12-18
Author: Alexios Ghalanos <alexios@4dscape.com>
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Depends: R (>= 2.10.0), Rcpp, RcppArmadillo, methods, parallel,
        numDeriv, chron, Rsolnp
LinkingTo: Rcpp, RcppArmadillo
Description: ARFIMA, in-mean, external regressors and various GARCH
        flavours, with methods for fit, forecast, simulation, inference
        and plotting.
SystemRequirements: GNU make
Suggests: xts, timeSeries, nloptr, spd, ks
Collate: rugarch-imports.R rugarch-cwrappers.R rugarch-solvers.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-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
License: GPL-3
Repository: CRAN
Repository/R-Forge/Project: rgarch
Repository/R-Forge/Revision: 530
Repository/R-Forge/DateTimeStamp: 2012-12-18 17:33:22
Date/Publication: 2012-12-19 07:47:59
Packaged: 2012-12-18 19:16:26 UTC; rforge
