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fGarch (version 3042.83.1)
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
Version
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
24,896
Version
3042.83.1
License
GPL (>= 2)
Maintainer
Tobias Setz
Last Published
January 31st, 2019
Functions in fGarch (3042.83.1)
Search all functions
gedSlider
Geeneralized Error Distribution Slider
garchSim
Univariate GARCH/APARCH Time Series Simulation
volatility-methods
Extract GARCH Model Volatility
snorm
Skew Normal Distribution
sgedSlider
Skew GED Distribution Slider
stdSlider
Student-t Distribution Slider
stdFit
Student-t Distribution Parameter Estimation
garchFitControl
GARCH Fitting Algorithms and Control
sstdSlider
Skew Student-t Distribution Slider
garchFit
Univariate GARCH Time Series Fitting
std
Student-t Distribution
snormFit
Skew Normal Distribution Parameter Estimation
sstdFit
Skew Student-t Distribution Parameter Estimation
sstd
Skew Student-t Distribution and Parameter Estimation
fitted-methods
Extract GARCH Model Fitted Values
coef-methods
GARCH Coefficients Methods
garchSpec
Univariate GARCH Time Series Specification
snormSlider
Skew Normal Distribution Slider
formula-methods
Extract GARCH Model formula
predict-methods
GARCH Prediction Function
residuals-methods
Extract GARCH Model Residuals
summary-methods
GARCH Summary Methods
show-methods
GARCH Modelling Show Methods
plot-methods
GARCH Plot Methods
sgedFit
Skew Generalized Error Distribution Parameter Estimation
absMoments
Absolute Moments of GARCH Distributions
gedFit
Generalized Error Distribution Parameter Estimation
fGARCHSPEC-class
Class "fGARCHSPEC"
ged
Generalized Error Distribution
sged
Skew Generalized Error Distribution
fGarch-package
Modelling Heterskedasticity in Financial Time Series
TimeSeriesData
Time Series Data Sets
fGARCH-class
Class "fGARCH"