spGARCH (Q135132)

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Item:Q135132
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
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    last update
    2 September 2020
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    software version identifier
    0.2.2
    publication date
    2 September 2020
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    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
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    CRAN project
    spGARCH
    0 references
     
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