R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
dccmidas
View on CRAN: Click
here
Download and install dccmidas package within the R console
Install from CRAN:
install.packages("dccmidas")
Install from Github:
library("remotes")
install_github("cran/dccmidas") Install by package version:
library("remotes")
install_version("dccmidas", "0.1.2") Attach the package and use:
library("dccmidas")
Maintained by
Vincenzo Candila
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-03-15
Latest Update: 2024-02-21
Description:
Estimates a variety of Dynamic Conditional Correlation (DCC) models. More in detail, the 'dccmidas' package allows the estimation of the corrected DCC (cDCC) of Aielli (2013) , the DCC-MIDAS of Colacito et al. (2011) , the Asymmetric DCC of Cappiello et al. , and the Dynamic Equicorrelation (DECO) of Engle and Kelly (2012) . 'dccmidas' offers the possibility of including standard GARCH , GARCH-MIDAS and Double Asymmetric GARCH-MIDAS models in the univariate estimation. Moreover, also the scalar and diagonal BEKK models can be estimated. Finally, the package calculates also the var-cov matrix under two non-parametric models: the Moving Covariance and the RiskMetrics specifications.
How to cite:
Vincenzo Candila (2021). dccmidas: DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models. R package version 0.1.2, https://cran.r-project.org/web/packages/dccmidas. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:30), 0.1.0 (2021-03-15 11:00)
Other packages that cited dccmidas R package
View dccmidas citation profile
Other R packages that dccmidas depends,
imports, suggests or enhances
Complete documentation for dccmidas
Functions, R codes and Examples using
the dccmidas R package
Some associated functions: Det . Inv . QMLE_sd . a_dcc_loglik . a_dcc_mat_est . a_dccmidas_loglik . a_dccmidas_mat_est . cov_eval . dcc_fit . dcc_loglik . dcc_mat_est . dccmidas_loglik . dccmidas_mat_est . deco_loglik . deco_mat_est . ftse100 . grapes-pow-grapes . indpro . moving_cov_est . nasdaq . plot_dccmidas . print.dccmidas . riskmetrics_est . sp500 . summary.dccmidas .
Some associated R codes: RcppExports.R . data.R . functions.R . Full dccmidas package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
nextGenShinyApps
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
clinUtils
Utility functions to facilitate the import,
the reporting and analysis of clinical data.
Example ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Laure Cougnaud (view profile)
ncodeR
A set of techniques that can be used to develop, validate, and implement automated classifiers. A po ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Cody L Marquart (view profile)
PCADSC
A suite of non-parametric, visual tools for assessing differences in data structures
for two datase ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Anne H. Petersen (view profile)
leafgl
Provides bindings to the 'Leaflet.glify' JavaScript library which extends the 'leaflet' JavaScript l ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Tim Appelhans (view profile)
RCytoGPS
Defines classes and methods to process text-based
cytogenetics using the CytoGPS web site, then imp ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Kevin R. Coombes (view profile)
28,332
R Packages
239,283
Dependencies
75,113
Author Associations
28,333
Publication Badges
