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

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VIRF/json (API)

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Last updated 5 years agofrom:94c1bb6c63. Checks:OK: 7. Indexed: yes.

Exports:VIRF

Dependencies:abindbackportsbase64encBesselBigVARbitbootbroombslibcachemcarcarDatachronclicolorspacecorpcorcowplotcpp11curlDerivdigestDistributionUtilsdoBydplyrevaluateexpmfansifarverfastmapffFNNfontawesomefsGeneralizedHyperbolicgenericsggplot2gluegmpgnmgtablehighrhtmltoolshtmlwidgetsisobandjquerylibjsonlitekernlabKernSmoothknitrkslabelinglatticelifecyclelme4magrittrMASSmatlibMatrixmatrixcalcMatrixModelsmclustmemoisemgarchBEKKmgcvmicrobenchmarkmimeminqamodelrmulticoolmunsellmvtnormnlmenloptrnnetnumDerivpbkrtestpcaPPpillarpkgconfigpracmapurrrquadprogquantmodquantregqvcalcR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenrelimprglrlangrmarkdownrmgarchRmpfrRsolnprugarchsassscalesshapeSkewHyperbolicSparseMspdstringistringrsurvivaltibbletidyrtidyselecttinytextruncnormtseriesTTRutf8vctrsviridisLitewithrxfunxtablextsyamlzoo