Package: gogarch
Version: 0.7-6
Date: 2026-01-24
Type: Package
Title: Generalized Orthogonal GARCH (GO-GARCH) Models
Description: Provision of classes and methods for estimating generalized
   orthogonal GARCH models. This is an alternative approach to CC-GARCH models
   in the context of multivariate volatility modeling.
Authors@R: person("Bernhard", "Pfaff",
   email = "bernhard@pfaffikus.de", role = c("aut", "cre"))
Depends: R (>= 2.10.0), methods, stats, graphics, fGarch, fastICA
License: GPL (>= 2)
LazyLoad: yes
NeedsCompilation: no
Packaged: 2026-01-24 15:59:59 UTC; bp
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Repository: CRAN
Date/Publication: 2026-01-24 16:30:02 UTC
Built: R 4.6.0; ; 2026-04-28 04:26:14 UTC; unix
