Package: rmgarch
Type: Package
Title: Multivariate GARCH Models
Version: 1.4-2
Date: 2025-08-31
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com", comment = c(ORCID = "0009-0000-9308-0457")))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 3.0.2), methods, rugarch (>= 1.4-7), parallel
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo (>= 0.2.34)
Imports: Rsolnp, MASS, Matrix, zoo, xts, Bessel, ff, shape, pcaPP, spd,
        Rcpp, utils, graphics, stats, grDevices, corpcor
Description: Feasible multivariate GARCH models including DCC, GO-GARCH
        and Copula-GARCH.
Collate: rmgarch-extrafun.R rmgarch-var.R rmgarch-functions.R
        rmgarch-classes.R rmgarch-ica.R rmgarch-series.R
        rmgarch-mmean.R gogarch-classes.R gogarch-distributions.R
        gogarch-main.R gogarch-methods.R rdcc-classes.R rdcc-main.R
        rdcc-likelihoods.R rdcc-plots.R fdcc-likelihoods.R fdcc-main.R
        rdcc-methods.R rdcc-mdistributions.R rdcc-postestimation.R
        rdcc-solver.R copula-classes.R copula-distributions.R
        copula-likelihoods.R copula-solver.R copula-fn.R
        copula-transformations.R copula-main.R copula-postestimation.R
        copula-methods.R rmgarch-tests.R rmgarch-scenario.R zzz.R
LazyLoad: yes
URL: https://github.com/alexiosg/rmgarch
License: GPL-3
Config/pak/sysreqs: cmake libgmp3-dev libmpfr-dev
Repository: https://alexiosg.r-universe.dev
Date/Publication: 2025-08-31 06:16:00 UTC
RemoteUrl: https://github.com/alexiosg/rmgarch
RemoteRef: HEAD
RemoteSha: a037a959d351750619e560f63bb1e0c0f3b399b1
NeedsCompilation: yes
Packaged: 2026-06-15 11:52:49 UTC; root
Author: Alexios Galanos [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0000-9308-0457>)