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Package: r-cran-fgarch (3042.83.1-1)

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 heteroscastic modelling functions.

Other Packages Related to r-cran-fgarch

  • depends
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  • dep: libc6 (>= 2.4)
    GNU C Library: Shared libraries
    also a virtual package provided by libc6-udeb
  • dep: r-api-3.5
    virtual package provided by r-base-core
  • dep: r-base-core (>= 3.5.2-1build1)
    GNU R core of statistical computation and graphics system
  • dep: r-cran-fastica
    GNU R package for ICA and Projection Pursuit
  • dep: r-cran-fbasics (>= 2100.78)
    GNU R package for financial engineering -- fBasics
  • dep: r-cran-matrix
    GNU R package of classes for dense and sparse matrices
  • dep: r-cran-timedate
    GNU R package for financial engineering -- timeDate
  • dep: r-cran-timeseries
    GNU R package for financial engineering -- timeSeries
  • sug: r-cran-runit
    GNU R package providing unit testing framework

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Architecture Package Size Installed Size Files
amd64 553.6 kB748 kB [list of files]
armhf 552.7 kB740 kB [list of files]