R Observatory: Metrics for fGarch version 4052.93

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

fGarch

4052.93

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

36packages depend

190.7Kdownloads / year

48.8%test coverage

13/13checks pass

Overview

About

Maintained by Georgi N. BoshnakovFirst published 2007-10-0225 releasesCRAN page ↗

Analyze and model heteroskedastic behavior in financial time series.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("fGarch", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fgarch

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-fGarch

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-fGarch

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 3.7 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.00

48.8%

Coverage · measured lines

98%

Documentation · exports

10

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 180 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 97%
Documented parameters: 91%
Return-value docs: 84%
References docs: 42%

Downloads

190.7K

CRAN downloads in the past year

Rank #1,129 · ~522/day · ~15.9K/mo

Releases R versions

Daily download trend is not available in this view yet.

9.7K30 days

33.2K90 days

190.7K1 year

Compare downloads with other packages →

Also on1.7K r2u17 autocran5.2K conda_forge81 c2d4u

Repository

GitHub ↗ geobosh/fgarchdoc

0Stars

0Forks

0Open issues

0Open PRs

0Releases

Last activity 2026-01-29

Repository practices

Upstream repositoryBeta

Checks run against github.com/geobosh/fgarchdoc on 2026-08-16.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (10)

fBasics timeDate timeSeries fastICAMatrixcvargraphicsmethodsstatsutils

LinkingTo (0)

none

Suggests (3)

RUnittcltkgoftest

Enhances (0)

none

Dependency license breakdown →

Code & Tests

Datasets

People & History

People (8)

Maintainer (1)

Georgi N. Boshnakov

Author, Maintainer

Authors (5)

Georgi N. Boshnakov

Author, Maintainer

Yohan Chalabi

Author

Martin Maechler

Author · added in 4021.86

Tobias Setz

Author · added in 3042.83

Diethelm Wuertz

Author

Contributors (3)

Chris Boudt

Contributor · added in 2100.79

Pierre Chausse

Contributor · added in 2100.79

Michal Miklovac

Contributor · added in 3042.83

Listed in earlier versions (6)

Michal Miklovic

no longer listed · 290.76 to 2100.78

see the SOURCE file

no longer listed · 260.71 to 260.72

many others

no longer listed · 260.71 to 260.72

Yohan Chalabi with contribution from Michal Miklovic

no longer listed · 2100.79 to 3010.82.1

others

no longer listed · 2100.79 to 3010.82.1

Boshnakov

no longer listed · 4021.87 to 4052.93

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
4052.93Latest
2025-12-12 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
4033.92
2024-03-26 · diff ↗
4032.91
2024-02-02 · diff ↗
4031.90
2023-10-15 · diff ↗
R
R 4.3.0 released · 2023-04-21
4022.89
2022-11-05 · diff ↗
4021.88
2022-09-29 · diff ↗
4021.87
2022-08-06 · diff ↗
4021.86
2022-07-17 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
3042.83.2
2020-03-07 · diff ↗

Show 34 earlier events

R
R 3.6.0 released · 2019-04-26
3042.83.1
2019-01-31 · diff ↗
R
R 3.5.0 released · 2018-04-23
3042.83
2017-11-16 · diff ↗
R
R 3.4.0 released · 2017-04-21
3010.82.1
2016-08-15 · diff ↗
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
3010.82
2013-05-01 · diff ↗
R
R 3.0.0 released · 2013-04-03
2150.81
2012-09-18 · diff ↗
2110.80.1
2012-06-04 · 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
R
R 2.11.0 released · 2010-04-22
2110.80
2009-11-10 · diff ↗
R
R 2.10.0 released · 2009-10-26
2100.79
2009-09-28 · diff ↗
2100.78
2009-04-20 · diff ↗
R
R 2.9.0 released · 2009-04-17
290.77
2009-04-16 · diff ↗
290.76
2009-01-28 · diff ↗
280.75
2008-10-27 · diff ↗
280.74
2008-10-25 · diff ↗
280.73
2008-10-23 · diff ↗
R
R 2.8.0 released · 2008-10-20
R
R 2.7.0 released · 2008-04-22
260.72
2007-10-08 · diff ↗
R
R 2.6.0 released · 2007-10-03
260.71
2007-10-02
R
R 2.5.0 released · 2007-04-24

Package metadata

First published: 2007-10-02
Total releases: 25 / 19 yrs
License: GPL (>= 2) OSI
Bundled data: 68 KB / 2 files
Download size: 187 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("fGarch")

Format

Boshnakov, G. N., Boudt, C., Chalabi, Y., Chausse, P., Maechler, M., Miklovac, M., Setz, T., & Wuertz, D. (2025). fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling (Version 4052.93) [Computer software]. https://doi.org/10.32614/CRAN.package.fGarch

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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for fGarch version 4052.93 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →