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 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2019-10-11 14:10)
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)
composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency  
Rfast2  
A Collection of Efficient and Extremely Fast R Functions II
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

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