segMGarch (Q147029)

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Multiple Change-Point Detection for High-Dimensional GARCH Processes
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segMGarch
Multiple Change-Point Detection for High-Dimensional GARCH Processes

    Statements

    instance of
    R package
    0 references
    programmed in
    R
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    last update
    17 January 2019
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    software version identifier
    1.2
    publication date
    17 January 2019
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    author
    Haeran Cho
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    imports
    Rcpp
    software version identifier
    ≥ 0.12.12
    0 references
    foreach
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    iterators
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    doParallel
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    fGarch
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    corpcor
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    mvtnorm
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    methods
    0 references

    Identifiers

    CRAN project
    segMGarch
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