WaveletGARCH
Fit the Wavelet-GARCH Model to Volatile Time Series Data
Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | WaveletGARCH_0.1.1.tar.gz |
35.4 KiB |
0.1.1 |
rolling linux/noble R-4.5 | WaveletGARCH_0.1.1.tar.gz |
35.4 KiB |
0.1.1 |
rolling source/ R- | WaveletGARCH_0.1.1.tar.gz |
4.6 KiB |
0.1.1 |
latest linux/jammy R-4.5 | WaveletGARCH_0.1.1.tar.gz |
35.4 KiB |
0.1.1 |
latest linux/noble R-4.5 | WaveletGARCH_0.1.1.tar.gz |
35.4 KiB |
0.1.1 |
latest source/ R- | WaveletGARCH_0.1.1.tar.gz |
4.6 KiB |
0.1.1 |
2026-04-26 source/ R- | WaveletGARCH_0.1.1.tar.gz |
4.6 KiB |
0.1.1 |
2026-04-23 source/ R- | WaveletGARCH_0.1.1.tar.gz |
4.6 KiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | WaveletGARCH_0.1.1.zip |
37.9 KiB |
0.1.1 |
2025-04-20 source/ R- | WaveletGARCH_0.1.1.tar.gz |
4.6 KiB |