Package: rugarch
Type: Package
Title: Univariate GARCH Models
Version: 1.5-6
Date: 2026-07-18
Authors@R: c(person("Alexios", "Galanos", role = c("aut","cre","cph"), email = "alexios@4dscape.com", comment = c(ORCID = "0009-0000-9308-0457")),person("Tobias","Kley",role="ctb",email="tobias.kley@bristol.ac.uk"))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 3.5.0), methods, parallel
LinkingTo: Rcpp (>= 1.1.1), RcppArmadillo (>= 0.2.34)
Imports: Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic,
        Rcpp, graphics, fracdiff, stats, grDevices, utils, nloptr
Suggests: knitr, rmarkdown
Description: ARFIMA, in-mean, external regressors and various GARCH
        flavors, with methods for fit, forecast, simulation, inference
        and plotting.
Collate: rugarch-imports.R rugarch-cwrappers.R rugarch-solvers.R
        rugarch-lossfn.R rugarch-distributions.R rugarch-kappa.R
        rugarch-helperfn.R rugarch-numderiv.R rugarch-series.R
        rugarch-startpars.R rugarch-tests.R rugarch-armafor.R
        rugarch-graphs.R rugarch-classes.R rugarch-sgarch.R
        rugarch-figarch.R rugarch-csgarch.R rugarch-fgarch.R
        rugarch-egarch.R rugarch-gjrgarch.R rugarch-aparch.R
        rugarch-igarch.R rugarch-mcsgarch.R rugarch-realgarch.R
        rugarch-multi.R rugarch-plots.R rugarch-rolling.R
        rugarch-uncertainty.R rugarch-bootstrap.R rugarch-methods.R
        rugarch-benchmarks.R arfima-classes.R arfima-multi.R
        arfima-main.R arfima-methods.R rugarch-cv.R zzz.R
LazyLoad: yes
URL: https://github.com/alexiosg/rugarch
License: GPL-3
Config/pak/sysreqs: cmake
Repository: https://alexiosg.r-universe.dev
Date/Publication: 2026-07-18 20:17:58 UTC
RemoteUrl: https://github.com/alexiosg/rugarch
RemoteRef: HEAD
RemoteSha: 228f67fcb051cd707746e02835b660e269993941
NeedsCompilation: yes
Packaged: 2026-10-03 11:28:14 UTC; root
Author: Alexios Galanos [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0000-9308-0457>),
  Tobias Kley [ctb]