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
VIRF_0.1.0.zip(r-4.5)VIRF_0.1.0.zip(r-4.4)VIRF_0.1.0.zip(r-4.3)
VIRF_0.1.0.tgz(r-4.4-any)VIRF_0.1.0.tgz(r-4.3-any)
VIRF_0.1.0.tar.gz(r-4.5-noble)VIRF_0.1.0.tar.gz(r-4.4-noble)
VIRF_0.1.0.tgz(r-4.4-emscripten)VIRF_0.1.0.tgz(r-4.3-emscripten)
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.

1.00 score 1 stars 102 downloads 1 exports 127 dependencies

Last updated 6 years agofrom:94c1bb6c63. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 29 2024
R-4.5-win	OK	Oct 29 2024
R-4.5-linux	OK	Oct 29 2024
R-4.4-win	OK	Oct 29 2024
R-4.4-mac	OK	Oct 29 2024
R-4.3-win	OK	Oct 29 2024
R-4.3-mac	OK	Oct 29 2024