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[ Source: fgarch  ]

Package: r-cran-fgarch (2110.80.1-1)

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GNU R-pakke for finansiel videnskab - fGarch

Denne pakke tilbyder funktioner for GARCH-volatilitetmodellering og er en del af Rmetrics, en samling af pakker for finansiel videnskab og beregningsfinans skrevet og kompileret af Diethelm Wuertz og andre.

fGarch tilbyder generaliserede autoregressive betingede heteroskastiske modelleringsfunktioner.

Tags: Field: Financial, Implemented in: GNU R, Application Suite: GNU

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Architecture Package Size Installed Size Files
amd64 421.2 kB574.0 kB [list of files]
armel 365.2 kB755.0 kB [list of files]
armhf 363.1 kB749.0 kB [list of files]
i386 419.7 kB565.0 kB [list of files]
ia64 426.2 kB662.0 kB [list of files]
kfreebsd-amd64 421.5 kB576.0 kB [list of files]
kfreebsd-i386 421.0 kB574.0 kB [list of files]
mips 422.1 kB645.0 kB [list of files]
mipsel 421.0 kB645.0 kB [list of files]
powerpc 421.0 kB640.0 kB [list of files]
s390 420.3 kB640.0 kB [list of files]
s390x 420.8 kB642.0 kB [list of files]
sparc 421.0 kB639.0 kB [list of files]