Skip to content
Sections
>> Trisquel >> Packages >> aramo >> math >> r-cran-fgarch
etiona  ] [  nabia  ] [  aramo  ]
[ Source: fgarch  ]

Package: r-cran-fgarch (3042.83.2-1build1)

GNU R package for financial engineering -- fGarch

This package provides functions for GARCH volatility modelling and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fGarch provides generalized autoregressive conditional heteroscastic modelling functions.

Other Packages Related to r-cran-fgarch

  • depends
  • recommends
  • suggests
  • dep: libc6 (>= 2.29)
    GNU C Library: Shared libraries
    also a virtual package provided by libc6-udeb
  • dep: r-api-4.0
    virtual package provided by r-base-core
  • dep: r-base-core (>= 4.0.0.20200528-1)
    GNU R core of statistical computation and graphics system
  • dep: r-cran-fastica
    GNU R package for ICA and Projection Pursuit
  • dep: r-cran-fbasics (>= 2100.78)
    GNU R package for financial engineering -- fBasics
  • dep: r-cran-matrix
    GNU R package of classes for dense and sparse matrices
  • dep: r-cran-timedate
    GNU R package for financial engineering -- timeDate
  • dep: r-cran-timeseries
    GNU R package for financial engineering -- timeSeries
  • sug: r-cran-runit
    GNU R package providing unit testing framework

Download r-cran-fgarch

Download for all available architectures
Architecture Package Size Installed Size Files
armhf 604.1 kB788 kB [list of files]