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:Dr. Ranjit Kumar Paul [aut, cre], Dr. Md Yeasin [aut], Mr. Ankit Tanwar [aut]

VIRF_0.1.1.tar.gz
VIRF_0.1.1.zip(r-4.7)VIRF_0.1.1.zip(r-4.6)VIRF_0.1.1.zip(r-4.5)
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✨
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'))

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.13 score 2 stars 6.7k downloads 1 exports 139 dependencies

Last updated from:9af7e1649f. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	231
source / vignettes	OK	268
linux-release-x86_64	OK	238
macos-release-arm64	OK	114
macos-oldrel-arm64	OK	103
windows-devel	OK	130
windows-release	OK	137
windows-oldrel	OK	118
wasm-release	OK	176