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 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:15), 1.0.0 (2024-04-24 16:30), 1.0.2 (2024-05-08 14:50), 1.0.3 (2024-10-12 02:50)
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

wordnet  
WordNet Interface
An interface to WordNet using the Jawbone Java API to WordNet. WordNet (< ...
Download / Learn more Package Citations See dependency  
schoolmath  
Functions and Datasets for Math Used in School
Contains functions and datasets for math taught in school. A main focus is set to prime-calculation. ...
Download / Learn more Package Citations See dependency  
bbdetection  
Identification of Bull and Bear States of the Market
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan ...
Download / Learn more Package Citations See dependency  
tibble  
Simple Data Frames
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency  
Rnmr1D  
Perform the Complete Processing of a Set of Proton Nuclear Magnetic Resonance Spectra
Perform the complete processing of a set of proton nuclear magnetic resonance spectra from the free ...
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  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

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