bayesDccGarch
Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model
v3.0.4
·
Apr 22, 2023
·
GPL (>= 2)
Description
Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014). <doi:10.1080/02664763.2013.839635>.
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14
NOTE
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (14 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-linux-x86_64-debian-gcc
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-linux-x86_64-fedora-clang
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-linux-x86_64-fedora-gcc
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-macos-arm64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-windows-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-patched-linux-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-release-linux-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-release-macos-arm64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-release-windows-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-linux-x86_64-debian-gcc
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-linux-x86_64-fedora-clang
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-linux-x86_64-fedora-gcc
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-macos-arm64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-devel-windows-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-patched-linux-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-release-linux-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-release-macos-arm64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-release-windows-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) bayesDccGarch.Rd:91: Lost braces; missing escapes or markup?
91 | \item{$H_n1 }{ Bayesian prediction of volatilities and co-volatilities for y_{n+1}.}
| ^
checkRd: (-1) bayesDccGarch.Rd:92: Lost braces; missing escapes or markup?
92 | \item{$R_n1 }{ Bayesian prediction of coditional correlation for y_{n+1}.}
| ^