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fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

v4052.93 · Dec 12, 2025 · GPL (>= 2)
CRAN GitHub Mirror

Description

Analyze and model heteroskedastic behavior in financial time series.

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CRAN Check Status

14 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (36)

depends

boodd distrRmetrics gogarch

imports

AriGaMyANNSVR CEEMDANML GWEX IndexConstruction L2DensityGoFtest MTS NetVAR StockDistFit WaveletML chopper extraSuperpower fExtremes ftsa gratis irtDemo ludic mixAR npboottprm npboottprmFBar segMGarch svines tvGarchKF univariateML

suggests

AER CLA PortfolioAnalytics cvar fPortfolio ggfortify sarima simsalapar smoots symmetry

Dependency Network

Dependencies Reverse dependencies fBasics timeDate timeSeries fastICA Matrix cvar boodd distrRmetrics gogarch AriGaMyANNSVR CEEMDANML GWEX IndexConstruction L2DensityGoFtest MTS NetVAR StockDistFit WaveletML chopper extraSuperpower fExtremes +21 more reverse deps fGarch

Version History

new 4052.93 Mar 10, 2026
updated 4052.93 ← 4033.92 diff Dec 11, 2025
updated 4033.92 ← 4032.91 diff Mar 25, 2024
updated 4032.91 ← 4031.90 diff Feb 1, 2024
updated 4031.90 ← 4022.89 diff Oct 14, 2023
updated 4022.89 ← 4021.88 diff Nov 4, 2022
updated 4021.88 ← 4021.87 diff Sep 28, 2022
updated 4021.87 ← 4021.86 diff Aug 5, 2022
updated 4021.86 ← 3042.83.2 diff Jul 16, 2022
updated 3042.83.2 ← 3042.83.1 diff Mar 6, 2020
updated 3042.83.1 ← 3042.83 diff Jan 30, 2019
updated 3042.83 ← 3010.82.1 diff Nov 15, 2017
updated 3010.82.1 ← 3010.82 diff Aug 14, 2016
updated 3010.82 ← 2150.81 diff Apr 30, 2013
updated 2150.81 ← 2110.80.1 diff Sep 17, 2012
updated 2110.80.1 ← 2110.80 diff Jun 3, 2012
updated 2110.80 ← 2100.79 diff Nov 9, 2009
updated 2100.79 ← 2100.78 diff Sep 27, 2009
updated 2100.78 ← 290.77 diff Apr 19, 2009
updated 290.77 ← 290.76 diff Apr 15, 2009