Package: tsgarch
Type: Package
Title: Univariate GARCH Models
Version: 1.0.2
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com"))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 3.5.0), methods, tsmethods
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo, TMB(>= 1.7.20), RcppEigen
Imports: TMB (>= 1.7.20), Rcpp, nloptr, Rdpack, numDeriv, xts, zoo,
        future.apply, future, progressr, flextable, stats, utils,
        data.table, tsdistributions, lubridate, sandwich
Description: 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.
License: GPL-2
Encoding: UTF-8
LazyData: true
BugReports: https://github.com/tsmodels/tsgarch/issues
RdMacros: Rdpack
RoxygenNote: 7.3.1
ByteCompile: true
URL: https://github.com/tsmodels/tsgarch
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2024-05-05 21:58:34 UTC; alexios
Author: Alexios Galanos [aut, cre, cph]
Repository: CRAN
Date/Publication: 2024-05-08 12:50:02 UTC
Built: R 4.2.3; aarch64-apple-darwin20; 2024-05-10 02:49:36 UTC; unix
Archs: tsgarch.so.dSYM, tsgarch_TMBExports.so.dSYM
