https://github.com/cran/fGarch
Raw File
Tip revision: e48fa5936fa9f105a043cce59083c44659f1d3b4 authored by Rmetrics Core Team on 09 November 2009, 00:00:00 UTC
version 2110.80.1
Tip revision: e48fa59
DESCRIPTION
Package: fGarch
Version: 2110.80.1
Revision:
Date: 2009-11-09
Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Author: Diethelm Wuertz and Yohan Chalabi with contribution from Michal
        Miklovic, Chris Boudt, Pierre Chausse and others
Depends: R (>= 2.15.0), stats, graphics, methods, timeDate, timeSeries,
        fBasics (>= 2100.78)
Suggests: RUnit, Matrix, fastICA, tcltk
Maintainer: Rmetrics Core Team <Rmetrics-core@r-project.org>
Description: Environment for teaching "Financial Engineering and
        Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
        FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
        WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2012-06-04 06:55:29 UTC; ripley
Repository: CRAN
Date/Publication: 2012-06-04 07:08:46
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