Other packages > Find by keyword >

tsgarch  

Univariate GARCH Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tsgarch", "1.0.3")



Attach the package and use:
library("tsgarch")
Maintained by
Alexios Galanos
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-24
Latest Update: 2024-10-12
Description:
Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.
How to cite:
Alexios Galanos (2024). tsgarch: Univariate GARCH Models. R package version 1.0.3, https://cran.r-project.org/web/packages/tsgarch. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0.0 (2024-04-24 16:30), 1.0.2 (2024-05-08 14:50)
Other packages that cited tsgarch R package
View tsgarch citation profile
Other R packages that tsgarch depends, imports, suggests or enhances
Complete documentation for tsgarch
Functions, R codes and Examples using the tsgarch R package
Full tsgarch package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  
solitude  
An Implementation of Isolation Forest
Isolation forest is anomaly detection method introduced by the paper Isolation based Anomaly Detecti ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  
lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

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