Package: WaveletGARCH 0.1.1
WaveletGARCH: Fit the Wavelet-GARCH Model to Volatile Time Series Data
Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.
Authors:
WaveletGARCH_0.1.1.tar.gz
WaveletGARCH_0.1.1.zip(r-4.5)WaveletGARCH_0.1.1.zip(r-4.4)WaveletGARCH_0.1.1.zip(r-4.3)
WaveletGARCH_0.1.1.tgz(r-4.4-any)WaveletGARCH_0.1.1.tgz(r-4.3-any)
WaveletGARCH_0.1.1.tar.gz(r-4.5-noble)WaveletGARCH_0.1.1.tar.gz(r-4.4-noble)
WaveletGARCH_0.1.1.tgz(r-4.4-emscripten)WaveletGARCH_0.1.1.tgz(r-4.3-emscripten)
WaveletGARCH.pdf |WaveletGARCH.html✨
WaveletGARCH/json (API)
# Install 'WaveletGARCH' in R: |
install.packages('WaveletGARCH', repos = c('https://ranjitstat.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 years agofrom:ed45a6557d. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 11 2024 |
R-4.5-win | OK | Oct 11 2024 |
R-4.5-linux | OK | Oct 11 2024 |
R-4.4-win | OK | Oct 11 2024 |
R-4.4-mac | OK | Oct 11 2024 |
R-4.3-win | OK | Oct 11 2024 |
R-4.3-mac | OK | Oct 11 2024 |
Exports:print.WaveletGARCHFitprint.WaveletGARCHForeWaveletGARCHFitWaveletGARCHFore
Dependencies:chronclicolorspacecurlDistributionUtilsfansifarverFinTSFNNforecastfracdiffGeneralizedHyperbolicgenericsggplot2gluegtableisobandjsonlitekernlabKernSmoothkslabelinglatticelifecyclelmtestmagrittrMASSMatrixmclustmgcvmulticoolmunsellmvtnormnlmenloptrnnetnumDerivpillarpkgconfigpracmaquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangRsolnprugarchscalesSkewHyperbolicspdtibbletimeDatetruncnormtseriesTTRurcautf8vctrsviridisLitewaveletswithrxtszoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
class:autoarima-result-class | autoarima-class |
Fitting of Wavelet-GARCH model | print.WaveletGARCHFit WaveletGARCHFit |
Forecasting by Wavelet-GARCH model | print.WaveletGARCHFore WaveletGARCHFore |