Description
Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.
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CRAN Check Status
14
NOTE
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (14 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-linux-x86_64-debian-gcc
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-linux-x86_64-fedora-clang
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-linux-x86_64-fedora-gcc
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-macos-arm64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-windows-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'benchmark.R' 'print.R'
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 138.4Mb
sub-directories of 1Mb or more:
libs 137.3Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 133.9Mb
sub-directories of 1Mb or more:
libs 132.7Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 21.3Mb
sub-directories of 1Mb or more:
libs 20.2Mb
NOTE
r-patched-linux-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-release-linux-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-release-macos-arm64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-release-macos-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-release-windows-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'benchmark.R' 'print.R'
Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-linux-x86_64-debian-gcc
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-linux-x86_64-fedora-clang
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-linux-x86_64-fedora-gcc
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-macos-arm64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-devel-windows-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'benchmark.R' 'print.R'
NOTE
r-patched-linux-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-release-linux-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-release-macos-arm64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-release-macos-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘benchmark.R’ ‘print.R’
NOTE
r-release-windows-x86_64
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'benchmark.R' 'print.R'
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 138.4Mb
sub-directories of 1Mb or more:
libs 137.3Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 133.9Mb
sub-directories of 1Mb or more:
libs 132.7Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 21.3Mb
sub-directories of 1Mb or more:
libs 20.2Mb