{"Package":"garchmodels","Title":"The 'Tidymodels' Extension for GARCH Models","Version":"0.1.1","Authors@R":"c(\nperson(\"Alberto\", \"Almuia\", email = \"albertogonzalezalmuinha@gmail.com\", role = c(\"aut\", \"cre\"))\n)","Description":"Garch framework for use with the 'tidymodels' ecosystem. It includes both univariate and\nmultivariate methods from the 'rugarch' and 'rmgarch' packages. These models include DCC-Garch, Copula Garch\nand Go-GARCH among others.","License":"MIT + file LICENSE","Encoding":"UTF-8","LazyData":"true","Depends":"R (>= 3.5.0), parsnip, rugarch, rmgarch","Imports":"rlang (>= 0.1.2), magrittr, purrr, dplyr, stringr, tibble,\ntidyr, dials","Suggests":"tidymodels, tidyverse, modeltime, timetk, lubridate, knitr,\nrmarkdown, roxygen2, testthat (>= 3.0.0), covr","RoxygenNote":"7.1.1","VignetteBuilder":"knitr","Config/testthat/edition":"3","NeedsCompilation":"no","Packaged":"2021-04-11 23:06:42 UTC; Usuario","Author":"Alberto Almuia [aut, cre]","Maintainer":"Alberto Almuia ","Repository":"CRAN","Date/Publication":"2021-04-12 17:20:02 UTC","repoType":"cran","tarballUrl":"ftp://cran.r-project.org/pub/R/src/contrib/garchmodels_0.1.1.tar.gz","jsonAuthors":[{"name":"Alberto Almuia","email":"albertogonzalezalmuinha@gmail.com","maintainer":true}],"readme":"\n\n\n# garchmodels\n\n

\n\n\n\n[![CRAN\nstatus](https://www.r-pkg.org/badges/version/garchmodels)](https://CRAN.R-project.org/package=garchmodels)\n[![Total\nDownloads](http://cranlogs.r-pkg.org/badges/grand-total/garchmodels?color=brightgreen)](https://cran.r-project.org/package=garchmodels)\n![](http://cranlogs.r-pkg.org/badges/garchmodels?color=brightgreen)\n[![Codecov test\ncoverage](https://codecov.io/gh/AlbertoAlmuinha/garchmodels/branch/master/graph/badge.svg)](https://codecov.io/gh/AlbertoAlmuinha/garchmodels?branch=master)\n[![Lifecycle:maturing](https://img.shields.io/badge/lifecycle-maturing-blue.svg)](https://lifecycle.r-lib.org/articles/stages.html#maturing)\n[![R-CMD-check](https://github.com/AlbertoAlmuinha/garchmodels/workflows/R-CMD-check/badge.svg)](https://github.com/AlbertoAlmuinha/garchmodels/actions)\n\n\n> A parsnip backend for `GARCH` models in the `tidymodels` framework.\n\n## Tutorials\n\n- [**Getting Started with\n Garchmodels**](https://albertoalmuinha.github.io/garchmodels/articles/getting-started.html):\n A walkthrough of the tidy modeling approach with the package.\n\n- [**Tuning Univariate Garch\n Models**](https://albertoalmuinha.github.io/garchmodels/articles/tuning_univariate_algorithms.html):\n Learn how to tune parameters of univariate garch models.\n\n## Installation\n\nCRAN version:\n\n``` r\ninstall.packages(\"garchmodels\")\n```\n\nDevelopment version:\n\n``` r\n# install.packages(\"devtools\")\ndevtools::install_github(\"AlbertoAlmuinha/garchmodels\")\n```\n\n## Why Garchmodels?\n\n> Garchmodels unlocks univariate and multivariate GARCH models in one\n> framework.\n\n

\n\nIn a single framework you will be able to find what you need:\n\n- **Univariate Methods**: `garchmodels` connects to the `rugarch`\n package.\n\n- **Multivariate Methods**: `garchmodels` connects to the `rugarch`\n and `rmgarch` packages. Available methods include DCC-Garch (Dynamic\n Conditional Correlation Garch), Copula Garch and GO-Garch models.","jobInfo":{"package":"garchmodels","version":"0.1.1","parsingStatus":"success","parserVersion":1,"parsedAt":"2021-04-12T18:29:54+0000"}}

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