Package: lgarch
Version: 0.7
Date: 2025-03-25
Title: Simulation and Estimation of Log-GARCH Models
Authors@R: person(given = "Genaro", family = "Sucarrat", role = c("aut", "cre"), email = "genaro.sucarrat@bi.no")
Maintainer: Genaro Sucarrat <genaro.sucarrat@bi.no>
Depends: R (>= 3.4.0), methods, zoo
URL: https://www.sucarrat.net/
Description: Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively.
License: GPL-2
NeedsCompilation: yes
Packaged: 2025-03-25 15:59:52 UTC; sucarrat
Author: Genaro Sucarrat [aut, cre]
Repository: CRAN
Date/Publication: 2025-03-25 19:00:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-25 20:01:15 UTC; unix
Archs: lgarch.so.dSYM
