spGARCH
Spatial ARCH and GARCH Models (spGARCH)
A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) <doi:10.1016/j.spasta.2018.07.005>: simulation of spatial ARCH-type processes (spARCH, log/exponential-spARCH, complex-spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.3 |
rolling source/ R- | spGARCH_0.2.3.tar.gz |
198.6 KiB |
0.2.3 |
rolling linux/jammy R-4.5 | spGARCH_0.2.3.tar.gz |
423.7 KiB |
0.2.3 |
rolling linux/noble R-4.5 | spGARCH_0.2.3.tar.gz |
432.0 KiB |
0.2.3 |
latest linux/jammy R-4.5 | spGARCH_0.2.3.tar.gz |
423.7 KiB |
0.2.3 |
latest linux/noble R-4.5 | spGARCH_0.2.3.tar.gz |
432.0 KiB |
0.2.3 |
latest source/ R- | spGARCH_0.2.3.tar.gz |
198.6 KiB |
0.2.3 |
2026-04-26 source/ R- | spGARCH_0.2.3.tar.gz |
198.6 KiB |
0.2.3 |
2026-04-23 source/ R- | spGARCH_0.2.3.tar.gz |
198.6 KiB |
0.2.3 |
2026-04-09 windows/windows R-4.5 | spGARCH_0.2.3.zip |
748.6 KiB |
0.2.3 |
2025-04-20 source/ R- | spGARCH_0.2.3.tar.gz |
198.6 KiB |