This package was removed from CRAN on 2009-11-02. Its history is shown below.

Details below reflect version 1.0, its last release before removal.

MCMCtGARCH

1.0

MCMCtGARCH package

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Ken Ren1 releasesCRAN page ↗

MCMC estimation for GARCH (1, 1) with Student-t distribution using the random-walk MetropolisHastings algorithm.

Install

R (source archive)

url <- "https://cran.r-project.org/src/contrib/Archive/MCMCtGARCH/MCMCtGARCH_1.0.tar.gz"
pkgFile <- "MCMCtGARCH_1.0.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (1.0) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

MCMCtGARCH Releases R versions

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Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.0.1

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Other (1)

Ken Ren

Contributor

Package Timeline

1 release. R releases are shown for context.

R
R 2.11.0 released · 2010-04-22
1.0archived
2009-11-02
1.0
2009-10-31
R
R 2.10.0 released · 2009-10-26

Package metadata

Total releases: 1
License: GPL (>= 2) OSI
Minimum R: ≥ 2.0.1
Bundled data: 26 KB / 2 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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