tsgarch
Univariate GARCH Models
Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.3 |
rolling linux/jammy R-4.5 | tsgarch_1.0.3.tar.gz |
3.7 MiB |
1.0.3 |
rolling linux/noble R-4.5 | tsgarch_1.0.3.tar.gz |
3.7 MiB |
1.0.3 |
rolling source/ R- | tsgarch_1.0.3.tar.gz |
487.0 KiB |
1.0.3 |
latest linux/jammy R-4.5 | tsgarch_1.0.3.tar.gz |
3.7 MiB |
1.0.3 |
latest linux/noble R-4.5 | tsgarch_1.0.3.tar.gz |
3.7 MiB |
1.0.3 |
latest source/ R- | tsgarch_1.0.3.tar.gz |
487.0 KiB |
1.0.3 |
2026-04-26 source/ R- | tsgarch_1.0.3.tar.gz |
487.0 KiB |
1.0.3 |
2026-04-23 source/ R- | tsgarch_1.0.3.tar.gz |
487.0 KiB |
1.0.3 |
2026-04-09 windows/windows R-4.5 | tsgarch_1.0.3.zip |
4.2 MiB |
1.0.3 |
2025-04-20 source/ R- | tsgarch_1.0.3.tar.gz |
487.0 KiB |