garchmodels: The 'Tidymodels' Extension for GARCH Models

Garch framework for use with the 'tidymodels' ecosystem. It includes both univariate and multivariate methods from the 'rugarch' and 'rmgarch' packages. These models include DCC-Garch, Copula Garch and Go-GARCH among others.

Version: 0.1.1
Depends: R (≥ 3.5.0), parsnip, rugarch, rmgarch
Imports: rlang (≥ 0.1.2), magrittr, purrr, dplyr, stringr, tibble, tidyr, dials
Suggests: tidymodels, tidyverse, modeltime, timetk, lubridate, knitr, rmarkdown, roxygen2, testthat (≥ 3.0.0), covr
Published: 2021-04-12
Author: Alberto Almuiña [aut, cre]
Maintainer: Alberto Almuiña <albertogonzalezalmuinha at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: garchmodels results

Downloads:

Reference manual: garchmodels.pdf
Vignettes: Getting Started with garchmodels
Tuning Univariate Garch Models
Package source: garchmodels_0.1.1.tar.gz
Windows binaries: r-devel: garchmodels_0.1.1.zip, r-release: garchmodels_0.1.1.zip, r-oldrel: garchmodels_0.1.1.zip
macOS binaries: r-release: garchmodels_0.1.1.tgz, r-oldrel: garchmodels_0.1.1.tgz
Old sources: garchmodels archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=garchmodels to link to this page.