R: Generalized Orthogonal GARCH (GO-GARCH) Models

# Generalized Orthogonal GARCH (GO-GARCH) Models

## Documentation for package ‘gogarch’ version 0.7-6

- DESCRIPTION file

## Help Pages

A B C F G L M O P R S T U V

## -- A --

angles | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
angles-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood

## -- B --

BVDW | Dow Jones Industrial Average and Nasdaq stock indices
BVDWAIR | Stock prices transportation sector, oil and kerosene prices
BVDWSTOXX | Sector indices of the EURO STOXX 600

## -- C --

ccor | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
ccor-method | Class "GoGARCH": Estimated GO-GARCH Models
ccor-method | Class "Goestica": GO-GARCH models estimated by fast ICA
ccor-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
ccor-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
ccor-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
ccor-method | Class "Gopredict": Prediction of GO-GARCH Models
ccov | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
ccov-method | Class "GoGARCH": Estimated GO-GARCH Models
ccov-method | Class "Goestica": GO-GARCH models estimated by fast ICA
ccov-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
ccov-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
ccov-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
ccov-method | Class "Gopredict": Prediction of GO-GARCH Models
coef-method | Class "GoGARCH": Estimated GO-GARCH Models
coef-method | Class "Goestica": GO-GARCH models estimated by fast ICA
coef-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
coef-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
coef-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
converged | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
converged-method | Class "GoGARCH": Estimated GO-GARCH Models
converged-method | Class "Goestica": GO-GARCH models estimated by fast ICA
converged-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
converged-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
converged-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
cora | Autocorrelations of a Matrix Process
cvar | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
cvar-method | Class "GoGARCH": Estimated GO-GARCH Models
cvar-method | Class "Goestica": GO-GARCH models estimated by fast ICA
cvar-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
cvar-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
cvar-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
cvar-method | Class "Gopredict": Prediction of GO-GARCH Models

## -- F --

formula-method | Class "GoGARCH": Estimated GO-GARCH Models
formula-method | Class "Goestica": GO-GARCH models estimated by fast ICA
formula-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
formula-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
formula-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares

## -- G --

goest | Methods for Function goest
goest-method | Class "Goestica": GO-GARCH models estimated by fast ICA
goest-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
goest-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
goest-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
goest-methods | Methods for Function goest
Goestica-class | Class "Goestica": GO-GARCH models estimated by fast ICA
Goestml-class | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
Goestmm-class | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
Goestnls-class | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
gogarch | Specification and estimation of GO-GARCH models
GoGARCH-class | Class "GoGARCH": Estimated GO-GARCH Models
goinit | Constructor function for objects of class "Goinit"
Goinit-class | Class "Goinit": Initialisation of GO-GARCH models
gollh | Log-Likelihood function of GO-GARCH models
gonls | Non-linear least-squares estimation of matrix B
Gopredict-class | Class "Gopredict": Prediction of GO-GARCH Models
Gosum-class | Class "Gosum": Summary object of GO-GARCH model
gotheta | Creates an object of class GoGARCH based on Euler angles

## -- L --

logLik | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
logLik-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood

## -- M --

M | Class "Orthom": Orthogonal matrices
M-method | Class "Orthom": Orthogonal matrices

## -- O --

Orthom-class | Class "Orthom": Orthogonal matrices

## -- P --

plot-method | Class "GoGARCH": Estimated GO-GARCH Models
plot-method | Class "Goestica": GO-GARCH models estimated by fast ICA
plot-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
plot-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
plot-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
predict-method | Class "GoGARCH": Estimated GO-GARCH Models
predict-method | Class "Goestica": GO-GARCH models estimated by fast ICA
predict-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
predict-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
predict-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
print-method | Class "Orthom": Orthogonal matrices

## -- R --

Rd2 | Rotation matrix, 2-dimensional
resid-method | Class "GoGARCH": Estimated GO-GARCH Models
resid-method | Class "Goestica": GO-GARCH models estimated by fast ICA
resid-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
resid-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
resid-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
residuals-method | Class "GoGARCH": Estimated GO-GARCH Models
residuals-method | Class "Goestica": GO-GARCH models estimated by fast ICA
residuals-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
residuals-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
residuals-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares

## -- S --

show-method | Class "GoGARCH": Estimated GO-GARCH Models
show-method | Class "Goestica": GO-GARCH models estimated by fast ICA
show-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
show-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
show-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
show-method | Class "Goinit": Initialisation of GO-GARCH models
show-method | Class "Gopredict": Prediction of GO-GARCH Models
show-method | Class "Gosum": Summary object of GO-GARCH model
show-method | Class "Orthom": Orthogonal matrices
summary-method | Class "GoGARCH": Estimated GO-GARCH Models
summary-method | Class "Goestica": GO-GARCH models estimated by fast ICA
summary-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
summary-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
summary-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares

## -- T --

t-method | Class "Orthom": Orthogonal matrices

## -- U --

Umatch | Matching of Orthogonal Matrices for Cayley transforms
unvech | Returns a symmetric matrix from a vector
update-method | Class "GoGARCH": Estimated GO-GARCH Models
update-method | Class "Goestica": GO-GARCH models estimated by fast ICA
update-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
update-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments
update-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
UprodR | Creation of an orthogonal matrix

## -- V --

validGoinitObject | Validation function for objects of class Goinit
validOrthomObject | Validation function for objects of class Orthom
VDW | Dow Jones Industrial Average and Nasdaq stock indices