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fGarch (version 3042.83)
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Description
Provides a collection of functions to analyze and model heteroskedastic behavior in financial time series models.
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Version
4052.93
4033.92
4032.91
4031.90
4022.89
4021.88
4021.87
4021.86
3042.83.2
3042.83.1
3042.83
3010.82.1
3010.82
2150.81
2110.80.1
2100.79
2100.78
290.77
290.76
280.75
280.74
280.73
260.72
260.71
Install
install.packages('fGarch')
Monthly Downloads
12,892
Version
3042.83
License
GPL (>= 2)
Maintainer
Tobias Setz
Last Published
November 16th, 2017
Functions in fGarch (3042.83)
Search all functions
fGARCHSPEC-class
Class "fGARCHSPEC"
TimeSeriesData
Time Series Data Sets
sgedFit
Skew Generalized Error Distribution Parameter Estimation
sged
Skew Generalized Error Distribution
fGARCH-class
Class "fGARCH"
fGarch-package
Modelling Heterskedasticity in Financial Time Series
std
Student-t Distribution
gedFit
Generalized Error Distribution Parameter Estimation
sstdFit
Skew Student-t Distribution Parameter Estimation
gedSlider
Geeneralized Error Distribution Slider
absMoments
Absolute Moments of GARCH Distributions
garchSim
Univariate GARCH/APARCH Time Series Simulation
ged
Generalized Error Distribution
garchSpec
Univariate GARCH Time Series Specification
sstd
Skew Student-t Distribution and Parameter Estimation
sgedSlider
Skew GED Distribution Slider
snormSlider
Skew Normal Distribution Slider
coef-methods
GARCH Coefficients Methods
snormFit
Skew Normal Distribution Parameter Estimation
fitted-methods
Extract GARCH Model Fitted Values
sstdSlider
Skew Student-t Distribution Slider
predict-methods
GARCH Prediction Function
snorm
Skew Normal Distribution
residuals-methods
Extract GARCH Model Residuals
stdFit
Student-t Distribution Parameter Estimation
volatility-methods
Extract GARCH Model Volatility
stdSlider
Student-t Distribution Slider
formula-methods
Extract GARCH Model formula
plot-methods
GARCH Plot Methods
show-methods
GARCH Modelling Show Methods
garchFit
Univariate GARCH Time Series Fitting
garchFitControl
GARCH Fitting Algorithms and Control
summary-methods
GARCH Summary Methods