David Ardia

AdMit

This package provides functions to perform the fitting of an<U+000a>adaptive mixture of Student-t di...

Provides the bayesGARCH function which performs the
Bayesian estimation of the GARCH(1,1) model with...

Implements the differential evolution algorithm for global optimization of a real-valued function of...

Simulate, estimate and forecast using univariate and multivariate GAS models.

A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem...

The MSGARCH package offers methods to fit (by Maximum Likelihood or Bayesian), simulate, and forecas...