R: Simulation and Estimation of Log-GARCH Models

# Simulation and Estimation of Log-GARCH Models

## Documentation for package ‘lgarch’ version 0.7

- DESCRIPTION file
- Package NEWS

## Help Pages

lgarch-package | Simulation and estimation of log-GARCH models
coef.lgarch | Extraction methods for 'lgarch' objects
coef.mlgarch | Extraction methods for 'mlgarch' objects
fitted.lgarch | Extraction methods for 'lgarch' objects
fitted.mlgarch | Extraction methods for 'mlgarch' objects
gdiff | Difference a vector or a matrix, with special treatment of 'zoo' objects
glag | Lag a vector or a matrix, with special treatment of 'zoo' objects
lgarch | Estimate a log-GARCH model
lgarchObjective | Auxiliary functions
lgarchRecursion1 | Auxiliary functions
lgarchSim | Simulate from a univariate log-GARCH model
logLik.lgarch | Extraction methods for 'lgarch' objects
logLik.mlgarch | Extraction methods for 'mlgarch' objects
mlgarch | Estimate a multivariate CCC-log-GARCH(1,1) model
mlgarchObjective | Auxiliary functions
mlgarchRecursion1 | Auxiliary functions
mlgarchSim | Simulate from a multivariate log-GARCH(1,1) model
print.lgarch | Extraction methods for 'lgarch' objects
print.mlgarch | Extraction methods for 'mlgarch' objects
residuals.lgarch | Extraction methods for 'lgarch' objects
residuals.mlgarch | Extraction methods for 'mlgarch' objects
rmnorm | Random number generation from the multivariate normal distribution
rss | Extraction methods for 'lgarch' objects
summary.lgarch | Extraction methods for 'lgarch' objects
summary.mlgarch | Extraction methods for 'mlgarch' objects
vcov.lgarch | Extraction methods for 'lgarch' objects
vcov.mlgarch | Extraction methods for 'mlgarch' objects