MTS (Q27373)

From MaRDI portal
Revision as of 16:35, 21 March 2024 by Swh import (talk | contribs) (SWHID from Software Heritage)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models
Language Label Description Also known as
English
MTS
All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

    Statements

    instance of
    R package
    0 references
    last update
    11 April 2022
    0 references
    software version identifier
    1.2.1
    publication date
    11 April 2022
    0 references
    author
    Ruey S. Tsay
    0 references
    David Wood
    0 references
    programmed in
    R
    0 references
    imports
    Rcpp
    0 references
    fGarch
    0 references
    fBasics
    0 references
    mvtnorm
    0 references

    Identifiers

    swMATH work ID
    15485
    0 references
    CRAN project
    MTS
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q27373&oldid=33117832"
    Powered by MediaWiki