https://github.com/geobosh/fgarchdoc

https://github.com/geobosh/fgarchdoc

Last synced: about 1 month ago
JSON representation

• Host: GitHub
• URL: https://github.com/geobosh/fgarchdoc
• Owner: GeoBosh
• Created: 2022-10-23T07:45:42.000Z (about 2 years ago)
• Default Branch: master
• Last Pushed: 2024-04-30T13:55:44.000Z (7 months ago)
• Last Synced: 2024-10-04T06:20:01.073Z (about 2 months ago)
• Size: 6.32 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

README

        

[![CRANStatusBadge](http://www.r-pkg.org/badges/version/fGarch)](https://cran.r-project.org/package=fGarch)

[![CRAN RStudio mirror downloads](https://cranlogs.r-pkg.org/badges/fGarch)](https://www.r-pkg.org/pkg/fGarch)

[![CRAN RStudio mirror downloads](https://cranlogs.r-pkg.org/badges/grand-total/fGarch?color=blue)](https://r-pkg.org/pkg/fGarch)

Analyze and model heteroskedastic behavior in financial time series with GARCH, APARCH and

related models.

Package `fGarch` is part of the Rmetrics suite of R packages and is developed on R-forge at

[fGarch](https://r-forge.r-project.org/scm/viewvc.php/pkg/fGarch/?root=rmetrics).

The root of Rmetrics is at [R-forge](https://r-forge.r-project.org/projects/rmetrics).

This repository contains only the documentation of 'fGarch', created with `pkgdown`.

The rendered website is at [fGarchDoc](https://geobosh.github.io/fGarchDoc/)

# Installing fGarch

Install the [latest stable version](https://cran.r-project.org/package=fGarch) of

`fGarch` from CRAN:

    install.packages("fGarch")

You can install the

[development version](https://r-forge.r-project.org/scm/viewvc.php/pkg/fGarch/?root=rmetrics)

of `fGarch` from R-forge:

    install.packages("fGarch", repos = "http://R-Forge.R-project.org")

To report bugs visit [Rmetrics](https://r-forge.r-project.org/projects/rmetrics/).

# Documentation

You can view the documentation of `fGarch` at

[fGarchDoc](https://geobosh.github.io/fGarchDoc/)

or download the

[reference manual](https://cran.r-project.org/package=fGarch/fGarch.pdf)

of the latest release from CRAN.

A comprehensive overview of the models and conditional distributions employed in package

`fGarch`, along with worked examples, is available in the following paper by the original

authors of the package:

[WurtzEtAlGarch.pdf](https://github.com/GeoBosh/fGarchDoc/blob/master/WurtzEtAlGarch.pdf).

(*This is an unpublished manuscript. Some online sources, confusingly, attribute it to JSS,

vol 55, issue 2, but this seems to have taken the placeholders `VV` and `II` in the heading

on the first page as being the Roman numbers 55 and 2.*)