bayesGARCH: Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

Provides the bayesGARCH() function which performs the Bayesian estimation of the GARCH(1,1) model with Student's t innovations as described in Ardia (2008) <doi:10.1007/978-3-540-78657-3>.

Version:	2.1.10
Imports:	mvtnorm, coda
Published:	2021-05-16
DOI:	10.32614/CRAN.package.bayesGARCH
Author:	David Ardia [aut, cre, cph]
Maintainer:	David Ardia <david.ardia.ch at gmail.com>
BugReports:	https://github.com/ArdiaD/bayesGARCH/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright:	see file COPYRIGHTS
URL:	https://github.com/ArdiaD/bayesGARCH
NeedsCompilation:	yes
Citation:	bayesGARCH citation info
Materials:	README, NEWS
In views:	Bayesian, Finance
CRAN checks:	bayesGARCH results

Documentation:

Reference manual:

bayesGARCH.html , bayesGARCH.pdf

Downloads:

Package source:	bayesGARCH_2.1.10.tar.gz
Windows binaries:	r-devel: bayesGARCH_2.1.10.zip, r-release: bayesGARCH_2.1.10.zip, r-oldrel: bayesGARCH_2.1.10.zip
macOS binaries:	r-release (arm64): bayesGARCH_2.1.10.tgz, r-oldrel (arm64): bayesGARCH_2.1.10.tgz, r-release (x86_64): bayesGARCH_2.1.10.tgz, r-oldrel (x86_64): bayesGARCH_2.1.10.tgz
Old sources:	bayesGARCH archive

Reverse dependencies:

Reverse suggests:

miscFuncs

Linking:

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