Other packages > Find by keyword >

BayesBEKK  

Bayesian Estimation of Bivariate Volatility Model
View on CRAN: Click here


Download and install BayesBEKK package within the R console
Install from CRAN:
install.packages("BayesBEKK")

Install from Github:
library("remotes")
install_github("cran/BayesBEKK")

Install by package version:
library("remotes")
install_version("BayesBEKK", "0.1.1")



Attach the package and use:
library("BayesBEKK")
Maintained by
Achal Lama
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-10-11
Latest Update: 2022-12-05
Description:
The Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) models are used for modelling the volatile multivariate data sets. In this package a variant of MGARCH called BEKK (Baba, Engle, Kraft, Kroner) proposed by Engle and Kroner (1995) has been used to estimate the bivariate time series data using Bayesian technique.
How to cite:
Achal Lama (2019). BayesBEKK: Bayesian Estimation of Bivariate Volatility Model. R package version 0.1.1, https://cran.r-project.org/web/packages/BayesBEKK. Accessed 13 Aug. 2026.
Previous versions and publish date:
0.1.0 (2019-10-11 14:10), 0.1.1 (2022-12-05 15:12), (2026-07-09 07:58)
Other packages that cited BayesBEKK R package
View BayesBEKK citation profile
Other R packages that BayesBEKK depends, imports, suggests or enhances
Complete documentation for BayesBEKK
Functions, R codes and Examples using the BayesBEKK R package
Some associated functions: BayesianBEKK . 
Some associated R codes: BayesianBEKK.R .  Full BayesBEKK package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

testDriveR  
Teaching Data for Statistics and Data Science
Provides data sets for teaching statistics and data science courses. It includes a sample of data f ...
Download / Learn more Package Citations See dependency  
iAdapt  
Two-Stage Adaptive Dose-Finding Clinical Trial Design
Simulate and implement early phase two-stage adaptive dose-finding design for binary and quasi-conti ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
IATscores  
Implicit Association Test Scores Using Robust Statistics
Compute several variations of the Implicit Association Test (IAT) scores, including the D scores (Gr ...
Download / Learn more Package Citations See dependency  
kangar00  
Kernel Approaches for Nonlinear Genetic Association Regression
Methods to extract information on pathways, genes and various single-nucleotid polymorphisms (SNPs) ...
Download / Learn more Package Citations See dependency  

28,313

R Packages

239,283

Dependencies

74,752

Author Associations

28,314

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA