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(Q38654)
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Spatial ARCH and GARCH Models (spGARCH)
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Also known as
English
spGARCH
Spatial ARCH and GARCH Models (spGARCH)
Statements
swMATH work ID
26932
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instance of
R package
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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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maintained by
Philipp Otto
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copyright license
GNU General Public License, version 2.0
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GNU General Public License, version 3.0
edition/version
expanded from: GPL
(English)
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imports
stats
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methods
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Rcpp
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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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cites work
Generalized Spatial and Spatiotemporal Autoregressive Conditional Heteroscedasticity
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CRAN project
spGARCH
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programmed in
R
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depends on software
R
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MaRDI profile type
MaRDI software profile
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source code repository
https://github.com/cran/spGARCH
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Software Heritage ID
swh:1:snp:ba3278b6bcdb7f163963265f7417c157bbea0504
source code repository
https://github.com/cran/spGARCH
point in time
25 May 2021
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Sitelinks
Mathematics
(1 entry)
mardi
Software:38654
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