Package: rugarch
Type: Package
Title: Univariate GARCH models
Version: 1.3-1
Date: 2014-01-25
Author: Alexios Ghalanos <alexios@4dscape.com>
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Depends: R (>= 3.0.2), methods
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo (>= 0.2.34)
Imports: Rsolnp, nloptr, ks, numDeriv, spd, xts, zoo, chron,
        SkewHyperbolic, expm, Rcpp
Description: ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Collate: rugarch-imports.R rugarch-cwrappers.R rugarch-solvers.R
        rugarch-lossfn.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-mcsgarch.R rugarch-realgarch.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
URL: http://www.unstarched.net,
        https://r-forge.r-project.org/projects/teatime/
License: GPL-3
Packaged: 2014-01-24 16:47:16 UTC; alexios
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-01-24 18:46:46
