spGARCH (Q135132): Difference between revisions

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Property / Software Heritage ID: swh:1:snp:ba3278b6bcdb7f163963265f7417c157bbea0504 / rank
 
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Property / Software Heritage ID: swh:1:snp:ba3278b6bcdb7f163963265f7417c157bbea0504 / qualifier
 
Property / Software Heritage ID: swh:1:snp:ba3278b6bcdb7f163963265f7417c157bbea0504 / qualifier
 
point in time: +2021-05-25T11:01:21Z
Timestamp+2021-05-25T11:01:21Z
Timezone+00:00
CalendarGregorian
Precision1 second
Before0
After0

Revision as of 00:21, 22 October 2023

Spatial ARCH and GARCH Models (spGARCH)
Language Label Description Also known as
English
spGARCH
Spatial ARCH and GARCH Models (spGARCH)

    Statements

    instance of
    R package
    0 references
    programmed in
    R
    0 references
    last update
    2 September 2020
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    software version identifier
    0.2.2
    publication date
    2 September 2020
    0 references
    author
    Philipp Otto
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    imports
    Rcpp
    software version identifier
    ≥ 0.12.4
    0 references
    stats
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    truncnorm
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    Rsolnp
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    spdep
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    Matrix
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    nleqslv
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    methods
    0 references
    CRAN project
    spGARCH
    0 references
     
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