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TG

Thomas Gries

2 packages On CRAN since Nov 2019 (6 years) · last active 1 year ago
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Downloads

1K

Last 30 days

2.4K

Last 90 days

11.8K

Last year

Average trend: +102.1% (30d vs prior 30d)

Top Packages by Downloads

smoots
577
fEGarch
458

Recent Activity

fEGarch new v1.0.6 Mar 10, 2026

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

smoots new v1.1.4 Mar 10, 2026

Nonparametric Estimation of the Trend and Its Derivatives in TS

fEGarch updated v1.0.6 Feb 9, 2026

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

fEGarch updated v1.0.5 Feb 1, 2026

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

fEGarch updated v1.0.4 Jan 7, 2026

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

fEGarch updated v1.0.3 Nov 6, 2025

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

fEGarch updated v1.0.2 Sep 10, 2025

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

fEGarch updated v1.0.1 Jun 19, 2025

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

fEGarch new v1.0.0 Jun 10, 2025

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

smoots updated v1.1.4 Sep 10, 2023

Nonparametric Estimation of the Trend and Its Derivatives in TS

Contributions

2 packages

Package Version
smoots 1.1.4
fEGarch 1.0.6