Description
Feasible Multivariate Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models including Dynamic Conditional Correlation (DCC), Copula GARCH and Generalized Orthogonal GARCH with Generalized Hyperbolic distribution. A review of some of these models can be found in Boudt, Galanos, Payseur and Zivot (2019) <doi:10.1016/bs.host.2019.01.001>.
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CRAN Check Status
Show all 13 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-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 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 20, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 18, 2026
re-building of vignette outputs
Error(s) in re-building vignettes: --- re-building 'feasible_multivariate_garch.Rmd' using rmarkdown --- finished re-building 'feasible_multivariate_garch.Rmd' --- re-building 'tsmarch_demo.Rmd' using rmarkdown SUMMARY: processing the following file failed: 'tsmarch_demo.Rmd' Error: Vignette re-building failed. Execution halted
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026
re-building of vignette outputs
Error(s) in re-building vignettes: ... --- re-building ‘feasible_multivariate_garch.Rmd’ using rmarkdown --- finished re-building ‘feasible_multivariate_garch.Rmd’ --- re-building ‘tsmarch_demo.Rmd’ using rmarkdown Quitting from tsmarch_demo.Rmd: ...[truncated]... md' failed with diagnostics: could not open file '/tmp/Rtmp3SrDV2/file21945d4a0356ab' --- failed re-building ‘tsmarch_demo.Rmd’ SUMMARY: processing the following file failed: ‘tsmarch_demo.Rmd’ Error: Vignette re-building failed. Execution halted
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 10, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE May 8, 2026
re-building of vignette outputs
Error(s) in re-building vignettes: --- re-building 'feasible_multivariate_garch.Rmd' using rmarkdown --- finished re-building 'feasible_multivariate_garch.Rmd' --- re-building 'tsmarch_demo.Rmd' using rmarkdown SUMMARY: processing the following file failed: 'tsmarch_demo.Rmd' Error: Vignette re-building failed. Execution halted
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 4, 2026
ERROR 11 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 30, 2026
re-building of vignette outputs
Error(s) in re-building vignettes: --- re-building 'feasible_multivariate_garch.Rmd' using rmarkdown --- finished re-building 'feasible_multivariate_garch.Rmd' --- re-building 'tsmarch_demo.Rmd' using rmarkdown SUMMARY: processing the following file failed: 'tsmarch_demo.Rmd' Error: Vignette re-building failed. Execution halted
OK 11 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 24, 2026
installed package size
installed size is 15.3Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.2Mb
installed package size
installed size is 15.0Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.0Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/tsmarch.Rcheck/00install.out' for details.
installed package size
installed size is 15.3Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.2Mb
installed package size
installed size is 15.0Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.0Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 15.3Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.2Mb
installed package size
installed size is 15.0Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.0Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Nov 18, 2024. Releases before tracking aren’t shown.