Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (4033.92) of this package.
Take me there.
fGarch (version 290.76)
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Description
Environment for teaching "Financial Engineering and Computational Finance"
Copy Link
Link to current version
Version
Version
4033.92
4032.91
4031.90
4022.89
4021.88
4021.87
4021.86
3042.83.2
3042.83.1
3042.83
3010.82.1
3010.82
2150.81
2110.80.1
2100.79
2100.78
290.77
290.76
280.75
280.74
280.73
260.72
260.71
Install
install.packages('fGarch')
Monthly Downloads
14,321
Version
290.76
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
March 26th, 2024
Functions in fGarch (290.76)
Search all functions
garchFit
Univariate GARCH Time Series Fitting
snorm
Skew Normal Distribution and Parameter Estimation
garchSpec
Univariate GARCH Time Series Specification
garchSim
Univariate GARCH/APARCH Time Series Simulation
fGARCHSPEC-class
Class "fGARCHSPEC"
plot-methods
GARCH Plot Methods
absMoments
Absolute Moments of GARCH Distributions
volatility-methods
Extract GARCH Model Volatility
sstd
Skew Student-t Distribution and Parameter Estimation
show-methods
GARCH Modelling Show Methods
fitted-methods
Extract GARCH Model Fitted Values
fGARCH-class
Class "fGARCH"
residuals-methods
Extract GARCH Model Residuals
fGarch-package
GARCH Modelling Package
sged
Skew GED Distribution and Parameter Estimation
predict-methods
GARCH Prediction Function
formula-methods
Extract GARCH Model formula
summary-methods
GARCH Summary Methods
TimeSeriesData
Time Series Data Sets
garchFitControl
GARCH Fitting Algorithms and Control
coef-methods
GARCH Coefficients Methods