Package: VIRF 0.1.0

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.org/10.1016/j.eneco.2012.03.003>.

Authors:Dr. Ranjit Kumar Paul and Mr. Ankit Tanwar

VIRF_0.1.0.tar.gz
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VIRF.pdf |VIRF.html✨
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.

1.30 score 2 stars 159 downloads 1 exports 130 dependencies

Last updated 6 years agofrom:94c1bb6c63. Checks:8 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Jan 27 2025
R-4.5-win	OK	Jan 27 2025
R-4.5-mac	OK	Jan 27 2025
R-4.5-linux	OK	Jan 27 2025
R-4.4-win	OK	Jan 27 2025
R-4.4-mac	OK	Jan 27 2025
R-4.3-win	OK	Jan 27 2025
R-4.3-mac	OK	Jan 27 2025