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This package was removed from CRAN on 2019-03-05. Its history is shown below.
Reason: the request of the maintainer
Details below reflect version 0.2.3, its last release before removal.

ccgarch

0.2.3

Conditional Correlation GARCH models

0packages depend
downloads / year
test coverage
checks pass

Overview

About
Maintained by Tomoaki Nakatani14 releasesCRAN page ↗

Functions for estimating and simulating the family of the CC-GARCH models.

Install

Health

CRAN checks

CRAN check results are not tracked yet.

Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
0
Dependencies · direct

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
91%
Documented parameters
100%
Return-value docs
100%
References docs
94%

Downloads

ccgarch
Daily download trend is not available in this view yet.
Also on71 c2d4u

Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)
Depends (1)
R >= 2.15.2
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
indirect (not tracked)

Nothing depends on this yet.

Code & Tests

People & History

People (1)
Other (1)
Contributor
Package Timeline

14 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 3.6.0 released · 2019-04-26
  • archivedRemoved from CRAN
    2019-03-05
    the request of the maintainer
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
  • 0.2.3
    2014-03-24 · diff ↗
  • 0.2.2
    2014-02-20 · diff ↗
  • 0.2.1
    2013-08-18 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 0.2.0-2
    2013-01-14 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • R
    R 2.14.0 released · 2011-10-31
  • R
    R 2.13.0 released · 2011-04-13
  • R
    R 2.12.0 released · 2010-10-15
Show 15 earlier events
  • R
    R 2.11.0 released · 2010-04-22
  • 0.2.0
    2010-03-20 · diff ↗
  • R
    R 2.10.0 released · 2009-10-26
  • 0.1.9
    2009-10-17 · diff ↗
  • 0.1.7
    2009-10-11 · diff ↗
  • 0.1.6
    2009-08-10 · diff ↗
  • 0.1.4-2
    2009-05-29 · diff ↗
  • 0.1.4-1
    2009-05-11 · diff ↗
  • 0.1.3
    2009-05-03 · diff ↗
  • R
    R 2.9.0 released · 2009-04-17
  • 0.1.2-2
    2009-04-16 · diff ↗
  • 0.1.1
    2008-10-27 · diff ↗
  • R
    R 2.8.0 released · 2008-10-20
  • 0.1.0
    2008-08-29
  • R
    R 2.7.0 released · 2008-04-22

Package metadata

Total releases
14
License
GPL (>= 2) OSI
Minimum R
≥ 2.15.2
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ccgarch")
Nakatani, T. (n.d.). ccgarch: Conditional Correlation GARCH models (Version 0.2.3) [Computer software]. Retrieved August 13, 2026, from https://CRAN.R-project.org/package=ccgarch

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ccgarch version 0.2.3 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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