Spatial ARCH and GARCH Models (spGARCH)
Overview
A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) doi:10.1016/j.spasta.2018.07.005: simulation of spatial ARCH-type processes (spARCH, log/exponential-spARCH, complex-spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
Show 1 earlier changeHide 1 earlier change
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 13
- Examples that run
- 100%6 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 46%
Downloads
Dependencies
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.2.3Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-09-02
- 0.2.22020-09-02 · diff ↗
- archivedRemoved from CRAN2020-06-15check problems were not corrected in time
- RR 4.0.0 released · 2020-04-24
- 0.2.12020-02-11 · diff ↗
- 0.2.0
- RR 3.6.0 released · 2019-04-26
- 0.1.62018-08-10 · diff ↗
- 0.1.52018-06-29 · diff ↗
Package metadata
- First published
- 2018-03-28
- Total releases
- 9 / 8 yrs
- License
- GPL
- Minimum R
- ≥ 3.1.0
- Bundled data
- 179 KB / 1 file
- Download size
- 197 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("spGARCH")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1016/j.spasta.2018.07.005.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.