lgarch
Simulation and Estimation of Log-GARCH Models
Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.7 |
rolling linux/jammy R-4.5 | lgarch_0.7.tar.gz |
138.5 KiB |
0.7 |
rolling linux/noble R-4.5 | lgarch_0.7.tar.gz |
138.4 KiB |
0.7 |
rolling source/ R- | lgarch_0.7.tar.gz |
22.7 KiB |
0.7 |
latest linux/jammy R-4.5 | lgarch_0.7.tar.gz |
138.5 KiB |
0.7 |
latest linux/noble R-4.5 | lgarch_0.7.tar.gz |
138.4 KiB |
0.7 |
latest source/ R- | lgarch_0.7.tar.gz |
22.7 KiB |
0.7 |
2026-04-26 source/ R- | lgarch_0.7.tar.gz |
22.7 KiB |
0.7 |
2026-04-23 source/ R- | lgarch_0.7.tar.gz |
22.7 KiB |
0.7 |
2026-04-09 windows/windows R-4.5 | lgarch_0.7.zip |
144.8 KiB |
0.7 |
2025-04-20 source/ R- | lgarch_0.7.tar.gz |
22.7 KiB |