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:Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar

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'))

Peer review:

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 451 downloads 4 exports 65 dependencies

Last updated 5 years agofrom:ed45a6557d. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 10 2024
R-4.5-winOKNov 10 2024
R-4.5-linuxOKNov 10 2024
R-4.4-winOKNov 10 2024
R-4.4-macOKNov 10 2024
R-4.3-winOKNov 10 2024
R-4.3-macOKNov 10 2024

Exports:print.WaveletGARCHFitprint.WaveletGARCHForeWaveletGARCHFitWaveletGARCHFore

Dependencies:chronclicolorspacecurlDistributionUtilsfansifarverFinTSFNNforecastfracdiffGeneralizedHyperbolicgenericsggplot2gluegtableisobandjsonlitekernlabKernSmoothkslabelinglatticelifecyclelmtestmagrittrMASSMatrixmclustmgcvmulticoolmunsellmvtnormnlmenloptrnnetnumDerivpillarpkgconfigpracmaquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangRsolnprugarchscalesSkewHyperbolicspdtibbletimeDatetruncnormtseriesTTRurcautf8vctrsviridisLitewaveletswithrxtszoo

Readme and manuals

Help Manual

Help pageTopics
class:autoarima-result-classautoarima-class
Fitting of Wavelet-GARCH modelprint.WaveletGARCHFit WaveletGARCHFit
Forecasting by Wavelet-GARCH modelprint.WaveletGARCHFore WaveletGARCHFore