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lgarch
View on CRAN: Click
here
Download and install lgarch package within the R console
Install from CRAN:
install.packages("lgarch")
Install from Github:
library("remotes")
install_github("cran/lgarch")
Install by package version:
library("remotes")
install_version("lgarch", "0.6-2")
Attach the package and use:
library("lgarch")
Maintained by
Genaro Sucarrat
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-03-17
Latest Update: 2015-09-15
Description:
Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively.
How to cite:
Genaro Sucarrat (2014). lgarch: Simulation and Estimation of Log-GARCH Models. R package version 0.6-2, https://cran.r-project.org/web/packages/lgarch. Accessed 29 Mar. 2025.
Previous versions and publish date:
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View lgarch citation profile
Other R packages that lgarch depends,
imports, suggests or enhances
Complete documentation for lgarch
Functions, R codes and Examples using
the lgarch R package
Some associated functions: coef.lgarch . coef.mlgarch . gdiff . glag . lgarch-package . lgarch . lgarchObjective . lgarchSim . mlgarch . mlgarchObjective . mlgarchSim . rmnorm .
Some associated R codes: coef.lgarch.R . coef.mlgarch.R . fitted.lgarch.R . fitted.mlgarch.R . gdiff.R . glag.R . lgarch-internal.R . lgarch.R . lgarchObjective.R . lgarchRecursion1.R . lgarchSim.R . logLik.lgarch.R . logLik.mlgarch.R . mlgarch.R . mlgarchObjective.R . mlgarchRecursion1.R . mlgarchSim.R . print.lgarch.R . print.mlgarch.R . residuals.lgarch.R . residuals.mlgarch.R . rmnorm.R . rss.R . summary.lgarch.R . summary.mlgarch.R . vcov.lgarch.R . vcov.mlgarch.R . Full lgarch package functions and examples
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