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rmgarch

Multivariate GARCH Models

v1.4-2 · Aug 31, 2025 · GPL-3
CRAN GitHub Mirror

Description

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

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CRAN Check Status

2 NOTE
12 OK
Show all 14 flavors
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 NOTE
r-oldrel-macos-x86_64 NOTE
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 details (2 non-OK)
NOTE r-oldrel-macos-arm64

installed package size

installed size is  9.8Mb
  sub-directories of 1Mb or more:
    R      3.1Mb
    libs   6.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  9.9Mb
  sub-directories of 1Mb or more:
    R      3.0Mb
    libs   6.1Mb

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  9.8Mb
  sub-directories of 1Mb or more:
    R      3.1Mb
    libs   6.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  9.9Mb
  sub-directories of 1Mb or more:
    R      3.0Mb
    libs   6.1Mb

Reverse Dependencies (2)

imports

ConnectednessApproach VIRF

Dependency Network

Dependencies Reverse dependencies rugarch Rsolnp MASS Matrix zoo xts Bessel ff shape pcaPP spd Rcpp corpcor ConnectednessApproach VIRF rmgarch

Version History

new 1.4-2 Mar 10, 2026
updated 1.4-2 ← 1.3-9 diff Aug 30, 2025
updated 1.3-9 ← 1.3-7 diff Feb 4, 2022
updated 1.3-7 ← 1.3-6 diff Sep 12, 2019
updated 1.3-6 ← 1.3-5 diff Jan 14, 2019
updated 1.3-5 ← 1.3-0 diff Oct 8, 2018
updated 1.3-0 ← 1.2-9 diff Dec 27, 2015
updated 1.2-9 ← 1.2-8 diff Jul 2, 2015
updated 1.2-8 ← 1.2-6 diff Jun 29, 2014
updated 1.2-6 ← 1.2-5 diff Jan 24, 2014
updated 1.2-5 ← 1.2-0 diff Jan 23, 2014
new 1.2-0 Apr 9, 2013