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gogarch (version 0.7-0)
Generalized Orthogonal GARCH (GO-GARCH) models
Description
Implementation of the GO-GARCH model class
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Version
Version
0.7-5
0.7-2
0.7-1
0.7-0
0.6-9
0.6-8
0.6-7
0.6-6
Install
install.packages('gogarch')
Monthly Downloads
192
Version
0.7-0
License
GPL (>= 2)
Maintainer
Bernhard Pfaff
Last Published
March 24th, 2011
Functions in gogarch (0.7-0)
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BVDW
Dow Jones Industrial Average and Nasdaq stock indices
Rd2
Rotation matrix, 2-dimensional
gonls
Non-linear least-squares estimation of matrix B
Goinit-class
Class "Goinit": Initialisation of GO-GARCH models
GoGARCH-class
Class "GoGARCH": Estimated GO-GARCH Models
validOrthomObject
Validation function for objects of class Orthom
BVDWSTOXX
Sector indices of the EURO STOXX 600
VDW
Dow Jones Industrial Average and Nasdaq stock indices
goinit
Constructor function for objects of class "Goinit"
Gosum-class
Class "Gosum": Summary object of GO-GARCH model
unvech
Returns a symmetric matrix from a vector
gogarch
Specification and estimation of GO-GARCH models
UprodR
Creation of an orthogonal matrix
Goestnls-class
Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
gollh
Log-Likelihood function of GO-GARCH models
Goestica-class
Class "Goestica": GO-GARCH models estimated by fast ICA
Umatch
Matching of Orthogonal Matrices for Cayley transforms
goest-methods
Methods for Function goest
BVDWAIR
Stock prices transportation sector, oil and kerosene prices
gotheta
Creates an object of class GoGARCH based on Euler angles
Orthom-class
Class "Orthom": Orthogonal matrices
Goestml-class
Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
validGoinitObject
Validation function for objects of class Goinit
Gopredict-class
Class "Gopredict": Prediction of GO-GARCH Models
Goestmm-class
Class "Goestmm": Go-GARCH models estimated by Methods of Moments
cora
Autocorrelations of a Matrix Process
