Package: rugarch
Type: Package
Title: Univariate GARCH models
Version: 1.0-10
Date: 2012-06-30
Author: Alexios Ghalanos <alexios@4dscape.com>
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Depends: R (>= 2.10.0), Rcpp (>= 0.8.5), RcppArmadillo, methods,
        numDeriv, chron, Rsolnp
LinkingTo: Rcpp, RcppArmadillo
Description: ARFIMA, in-mean, external regressors and various GARCH
        flavours, with methods for fit, forecast, simulation, inference
        and plotting.
SystemRequirements: GNU make
Suggests: xts, timeSeries, multicore, snowfall, nloptr
Collate: rugarch-imports.R rugarch-cwrappers.R rugarch-solvers.R
        rugarch-distributions.R rugarch-kappa.R rugarch-helperfn.R
        rugarch-numderiv.R rugarch-series.R rugarch-startpars.R
        rugarch-tests.R rugarch-armafor.R rugarch-graphs.R
        rugarch-classes.R rugarch-sgarch.R rugarch-fgarch.R
        rugarch-egarch.R rugarch-gjrgarch.R rugarch-aparch.R
        rugarch-igarch.R rugarch-multi.R rugarch-plots.R
        rugarch-rolling.R rugarch-uncertainty.R rugarch-bootstrap.R
        rugarch-methods.R rugarch-benchmarks.R arfima-classes.R
        arfima-multi.R arfima-main.R arfima-methods.R zzz.R
LazyLoad: yes
License: GPL-3
Repository: CRAN
Repository/R-Forge/Project: rgarch
Repository/R-Forge/Revision: 432
Packaged: 2012-07-06 10:22:38 UTC; rforge
Date/Publication: 2012-07-08 07:34:16
Built: R 2.15.1; x86_64-pc-mingw32; 2012-08-21 08:59:43 UTC; windows
Archs: i386, x64