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[ Source: fgarch  ]

Package: r-cran-fgarch (3042.83.2-1 and others)

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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 Version Package Size Installed Size Files
armhf 3042.83.2-1+b1 606.3 kB791.0 kB [list of files]