VIRF
Computation of Volatility Impulse Response Function of Multivariate Time Series
Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012) <doi:10.1016/j.eneco.2012.03.003>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | VIRF_0.1.1.tar.gz |
18.1 KiB |
0.1.1 |
rolling linux/noble R-4.5 | VIRF_0.1.1.tar.gz |
18.0 KiB |
0.1.1 |
rolling source/ R- | VIRF_0.1.1.tar.gz |
2.7 KiB |
0.1.1 |
latest linux/jammy R-4.5 | VIRF_0.1.1.tar.gz |
18.1 KiB |
0.1.1 |
latest linux/noble R-4.5 | VIRF_0.1.1.tar.gz |
18.0 KiB |
0.1.1 |
latest source/ R- | VIRF_0.1.1.tar.gz |
2.7 KiB |
0.1.1 |
2026-04-26 source/ R- | VIRF_0.1.1.tar.gz |
2.7 KiB |
0.1.1 |
2026-04-23 source/ R- | VIRF_0.1.1.tar.gz |
2.7 KiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | VIRF_0.1.1.zip |
20.5 KiB |
0.1.0 |
2025-04-20 source/ R- | VIRF_0.1.0.tar.gz |
2.6 KiB |