lgarch

cranv0.7

Simulation and Estimation of Log-GARCH Models. Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a

License GPL-2strong copyleft0 versions1 maintainers2 deps84 weekly dl
https://CRAN.R-project.org/package=lgarch
38
/ 100
Health
use with caution

[email protected] low health (38/100) — consider alternatives

  • Low health score (38/100)
Health breakdown0 – 100
5/25
maintenance
0/20
popularity
25/25
security
6/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

License Audit

Dependencies (2)
methodszoo
API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/lgarch

First published · 2025-03-25 19:52:06

Last updated · 2025-03-25T18:00:02+00:00