- libc6 (>= 2.29)
- r-base-core (>= 4.2.2.20221110-1)
- r-api-4.0
- r-cran-fbasics (>= 2100.78)
- r-cran-timedate
- r-cran-timeseries
- r-cran-fastica
- r-cran-matrix (>= 1.5-0)
- r-cran-cvar (>= 0.5)
This package provides functions for GARCH volatility modelling and is
part of Rmetrics, a collection of packages for financial engineering
and computational finance written and compiled by Diethelm Wuertz and
others.
.
fGarch provides generalized autoregressive conditional heteroscastic
modelling functions.
Installed Size: 918.5 kB
Architectures: amd64 arm64