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-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'))

On CRAN:

Conda:

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 530 downloads 1 exports 138 dependencies

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

TargetResultTimeFilesSyslog
linux-develOK209
source / vignettesOK237
linux-releaseOK183
macos-releaseOK146
macos-oldrelOK137
windows-develOK111
windows-releaseOK136
windows-oldrelOK123
wasm-releaseOK160

Exports:VIRF

Dependencies:abindbackportsbase64encBesselBigVARbitbootbroombslibcachemcarcarDatachronclicodetoolscolorspacecorpcorcowplotcpp11curlDerivdigestDistributionUtilsdoBydplyrevaluateexpmfarverfastmapffFNNfontawesomeforecastFormulafracdifffsfuturefuture.applyGeneralizedHyperbolicgenericsggplot2globalsgluegmpgnmgtablehighrhtmltoolshtmlwidgetsisobandjquerylibjsonlitekernlabKernSmoothknitrkslabelinglatticelifecyclelistenvlme4lmtestmagrittrMASSmatlibMatrixmatrixcalcMatrixModelsmclustmemoisemgarchBEKKmgcvmimeminqamodelrmulticoolmvtnormnlmenloptrnnetnumDerivparallellypbkrtestpcaPPpillarpkgconfigpracmapurrrquadprogquantmodquantregqvcalcR6rappdirsrbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrelimprglrlangrmarkdownrmgarchRmpfrRsolnprstudioapirugarchS7sassscalesshapeSkewHyperbolicSparseMspdstringistringrsurvivaltibbletidyrtidyselecttimeDatetinytextruncnormtseriesTTRurcautf8vctrsviridisLitewithrxfunxtablextsyamlzoo