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TG

Thomas Gries

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

677

Last 30 days

2.4K

Last 90 days

11.7K

Last year

Average trend: -39.2% (30d vs prior 30d)

Top Packages by Downloads

smoots
404
fEGarch
273

Recent Activity

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

smoots updated v1.1.3 Oct 8, 2021

Nonparametric Estimation of the Trend and Its Derivatives in TS

smoots updated v1.1.2 Oct 5, 2021

Nonparametric Estimation of the Trend and Its Derivatives in TS

Contributions

2 packages

Package Version
smoots 1.1.4
fEGarch 1.0.6

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