MSGARCH (Q37516): Difference between revisions

Newer edit →

@@ description / en / description / en @@
+Markov-Switching GARCH Models
@@ Property / instance of @@
+R package
@@ Property / instance of: R package / rank @@
+Normal rank
@@ Property / programmed in @@
+R
@@ Property / programmed in: R / rank @@
+Normal rank
@@ Property / last update @@
+December 2022Timestamp +2022-12-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-12-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 5 December 2022 / rank @@
+Normal rank
@@ Property / software version identifier @@
+.51
@@ Property / software version identifier: 2.51 / rank @@
+Normal rank
@@ Property / software version identifier: 2.51 / qualifier @@
+publication date: 5 December 2022Timestamp +2022-12-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-12-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / author @@
+David Ardia
@@ Property / author: David Ardia / rank @@
+Normal rank
@@ Property / author @@
+Keven Bluteau
@@ Property / author: Keven Bluteau / rank @@
+Normal rank
@@ Property / author @@
+Leopoldo Catania
@@ Property / author: Leopoldo Catania / rank @@
+Normal rank
@@ Property / author @@
+Denis-alexandre Trottier
@@ Property / author: Denis-alexandre Trottier / rank @@
+Normal rank
@@ Property / maintained by @@
+Keven Bluteau
@@ Property / maintained by: Keven Bluteau / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / imports @@
+Rcpp
@@ Property / imports: Rcpp / rank @@
+Normal rank
@@ Property / imports @@
+coda
@@ Property / imports: coda / rank @@
+Normal rank
@@ Property / imports @@
+methods
@@ Property / imports: methods / rank @@
+Normal rank
@@ Property / imports @@
+zoo
@@ Property / imports: zoo / rank @@
+Normal rank
@@ Property / imports @@
+expm
@@ Property / imports: expm / rank @@
+Normal rank
@@ Property / imports @@
+fanplot
@@ Property / imports: fanplot / rank @@
+Normal rank
@@ Property / imports @@
+MASS
@@ Property / imports: MASS / rank @@
+Normal rank
@@ Property / imports @@
+numDeriv
@@ Property / imports: numDeriv / rank @@
+Normal rank
@@ Property / cites work @@
+Markov-Switching GARCH Models in R: The MSGARCH Package
+Normal rank
@@ Property / CRAN project @@
+MSGARCH
@@ Property / CRAN project: MSGARCH / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:66e0c27547b01100ef66c2e920c82f7209306102
+Normal rank
+source code repository: https://github.com/cran/MSGARCH
+point in time: +2022-12-11T00:44:34ZTimestamp +2022-12-11T00:44:34Z
Timezone +00:00
Calendar Gregorian
Precision 1 second
Before 0
After 0
-Timestamp
++2022-12-11T00:44:34Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+second
 Before
 After