bayesGARCH

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

v2.1.10 · May 16, 2021 · GPL (>= 2)

Description

Provides the bayesGARCH() function which performs the Bayesian estimation of the GARCH(1,1) model with Student's t innovations as described in Ardia (2008) <doi:10.1007/978-3-540-78657-3>.

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CRAN Check Status

2 NOTE

12 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	30.9s
r-devel-linux-x86_64-debian-gcc	NOTE	24.8s
r-devel-linux-x86_64-fedora-clang	OK	46s
r-devel-linux-x86_64-fedora-gcc	OK	45.1s
r-devel-macos-arm64	OK	13s
r-devel-windows-x86_64	OK	70s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	28s
r-oldrel-windows-x86_64	OK	67s
r-patched-linux-x86_64	OK	29.7s
r-release-linux-x86_64	OK	27.4s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	35s
r-release-windows-x86_64	OK	61s

Check details (2 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Reverse Dependencies (1)

suggests

miscFuncs

Dependency Network

Version History

new 2.1.10 Mar 10, 2026

updated 2.1.10 ← 2.1.8 diff May 15, 2021

updated 2.1.8 ← 2.1.7 diff Apr 21, 2021

updated 2.1.7 ← 2.1.5 diff Apr 19, 2021

updated 2.1.5 ← 2.1.4 diff Apr 19, 2020

updated 2.1.4 ← 2.1.3 diff Apr 18, 2020

updated 2.1.3 ← 2.1.2 diff Feb 3, 2017

updated 2.1.2 ← 2.0.2 diff Jan 11, 2017

updated 2.0.2 ← 2.0.1 diff Dec 14, 2015

updated 2.0.1 ← 1-00.10 diff Jan 6, 2014

updated 1-00.10 ← 1-00.09 diff Apr 14, 2011

updated 1-00.09 ← 1-00.08 diff Feb 9, 2011

updated 1-00.08 ← 1-00.06 diff Jan 3, 2011

updated 1-00.06 ← 1-00.05 diff Aug 30, 2010

updated 1-00.05 ← 1-00.04 diff Nov 24, 2009

updated 1-00.04 ← 1-00.02 diff May 10, 2009

updated 1-00.02 ← 1-00.01 diff Dec 3, 2008

new 1-00.01 Jun 2, 2008