Environment for teaching "Financial Engineering and Computational Finance".
| Version: | 3010.82.1 |
| Depends: | R (≥ 2.15.0), stats, graphics, methods, timeDate, timeSeries, fBasics (≥ 2100.78) |
| Suggests: | RUnit, Matrix, fastICA, tcltk |
| Published: | 2016-08-15 |
| Author: | Diethelm Wuertz and Yohan Chalabi with contribution from Michal Miklovic, Chris Boudt, Pierre Chausse and others |
| Maintainer: | Yohan Chalabi <yohan.chalabi at rmetrics.org> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.rmetrics.org |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| In views: | Finance, TimeSeries |
| CRAN checks: | fGarch results |
| Reference manual: | fGarch.pdf |
| Package source: | fGarch_3010.82.1.tar.gz |
| Windows binaries: | r-devel: fGarch_3010.82.1.zip, r-release: fGarch_3010.82.1.zip, r-oldrel: fGarch_3010.82.1.zip |
| OS X Mavericks binaries: | r-release: fGarch_3010.82.1.tgz, r-oldrel: fGarch_3010.82.1.tgz |
| Old sources: | fGarch archive |
| Reverse depends: | distrRmetrics, fExtremes, fNonlinear, gogarch, mleur |
| Reverse imports: | covmat, GEVStableGarch, irtDemo, MTS |
| Reverse suggests: | caschrono, fPortfolio, ggfortify, portes, PortfolioAnalytics, simsalapar |
| Reverse enhances: | stargazer, texreg |
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