 | mgarchAccessible library for R |
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mgarch Ranking & Summary
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- License:
- GPL
- Publisher Name:
- Harald Schimidbauer, Vehbi Sinan Tunalioglu, Angi Roesch
- Operating Systems:
- Windows NT / 2K / XP / Vista / Vista64 / 7 / 7 x64
- File Size:
- 46 KB
mgarch Tags
mgarch Description
mgarch is a program library for the R-Project, created in order to estimate and simulate different MGARCH processes. The library provides convenience tools for preparing data, summarizing and visualizing results, prediction and documentation.
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