Environment for teaching "Financial Engineering and Computational Finance".

Documentation

Manual: fGarch.pdf
Vignette: None available.

Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>

Author(s): Diethelm Wuertz and Yohan Chalabi with contribution from Michal Miklovic, Chris Boudt, Pierre Chausse and others

Install package and any missing dependencies by running this line in your R console:

install.packages("fGarch")

Depends R (>= 2.15.0), stats, graphics, methods, timeDate, timeSeries, fBasics(>=2100.78)
Imports
Suggests RUnit, Matrix, fastICA, tcltk
Enhances
Linking to
Reverse
depends
CoSeg, distrRmetrics, fExtremes, fNonlinear, gogarch, mleur
Reverse
imports
covmat, GEVStableGarch, irtDemo, ludic, MTS
Reverse
suggests
AER, caschrono, fPortfolio, ggfortify, portes, PortfolioAnalytics, sarima, simsalapar
Reverse
enhances
stargazer, texreg
Reverse
linking to

Package fGarch
Materials
URL http://www.rmetrics.org
Task Views Finance , TimeSeries
Version 3010.82.1
Published 2016-08-15
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks fGarch check results
Package source fGarch_3010.82.1.tar.gz