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[ Source: fgarch  ]

Package: r-cran-fgarch (2110.80-1)

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GNU R package for financial engineering -- fGarch

This package provides functions for GARCH volatility modelling and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fGarch provides generalized autoregressive conditional heteroscasticity modelling functions.

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

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Architecture Package Size Installed Size Files
amd64 383.4 kB736.0 kB [list of files]