Package: VIRF 0.1.1
VIRF: Computation of Volatility Impulse Response Function of Multivariate Time Series
Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012) <doi:10.1016/j.eneco.2012.03.003>.
Authors:
VIRF_0.1.1.tar.gz
VIRF_0.1.1.zip(r-4.7-any)VIRF_0.1.1.zip(r-4.6-any)VIRF_0.1.1.zip(r-4.5-any)
VIRF_0.1.1.tgz(r-4.6-any)VIRF_0.1.1.tgz(r-4.5-any)
VIRF_0.1.1.tar.gz(r-4.7-any)VIRF_0.1.1.tar.gz(r-4.6-any)
VIRF_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
VIRF/json (API)
| # Install 'VIRF' in R: |
| install.packages('VIRF', repos = c('https://ranjitstat.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:9af7e1649f. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 209 | ||
| source / vignettes | OK | 237 | ||
| linux-release | OK | 183 | ||
| macos-release | OK | 146 | ||
| macos-oldrel | OK | 137 | ||
| windows-devel | OK | 111 | ||
| windows-release | OK | 136 | ||
| windows-oldrel | OK | 123 | ||
| wasm-release | OK | 160 |
Exports:VIRF
Dependencies:abindbackportsbase64encBesselBigVARbitbootbroombslibcachemcarcarDatachronclicodetoolscolorspacecorpcorcowplotcpp11curlDerivdigestDistributionUtilsdoBydplyrevaluateexpmfarverfastmapffFNNfontawesomeforecastFormulafracdifffsfuturefuture.applyGeneralizedHyperbolicgenericsggplot2globalsgluegmpgnmgtablehighrhtmltoolshtmlwidgetsisobandjquerylibjsonlitekernlabKernSmoothknitrkslabelinglatticelifecyclelistenvlme4lmtestmagrittrMASSmatlibMatrixmatrixcalcMatrixModelsmclustmemoisemgarchBEKKmgcvmimeminqamodelrmulticoolmvtnormnlmenloptrnnetnumDerivparallellypbkrtestpcaPPpillarpkgconfigpracmapurrrquadprogquantmodquantregqvcalcR6rappdirsrbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrelimprglrlangrmarkdownrmgarchRmpfrRsolnprstudioapirugarchS7sassscalesshapeSkewHyperbolicSparseMspdstringistringrsurvivaltibbletidyrtidyselecttimeDatetinytextruncnormtseriesTTRurcautf8vctrsviridisLitewithrxfunxtablextsyamlzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Volatility Impulse Response Function | VIRF |