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-4.7)WaveletGARCH_0.1.1.zip(r-4.6)WaveletGARCH_0.1.1.zip(r-4.5)
WaveletGARCH_0.1.1.tgz(r-4.6-any)WaveletGARCH_0.1.1.tgz(r-4.5-any)
WaveletGARCH_0.1.1.tar.gz(r-4.7-any)WaveletGARCH_0.1.1.tar.gz(r-4.6-any)
WaveletGARCH_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
WaveletGARCH/json (API)

# Install 'WaveletGARCH' in R:
install.packages('WaveletGARCH', 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.

1.00 score 1 stars 567 downloads 4 exports 62 dependencies

Last updated from:ed45a6557d. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK165
source / vignettesOK173
linux-release-x86_64OK145
macos-release-arm64OK111
macos-oldrel-arm64OK84
windows-develOK122
windows-releaseOK127
windows-oldrelOK108
wasm-releaseOK114

Exports:print.WaveletGARCHFitprint.WaveletGARCHForeWaveletGARCHFitWaveletGARCHFore

Dependencies:chronclicodetoolscolorspacecpp11digestDistributionUtilsfarverFinTSFNNforecastfracdifffuturefuture.applyGeneralizedHyperbolicgenericsggplot2globalsgluegtableisobandkernlabKernSmoothkslabelinglatticelifecyclelistenvlmtestmagrittrMASSMatrixmclustmgcvmulticoolmvtnormnlmenloptrnnetnumDerivparallellypracmaR6RColorBrewerRcppRcppArmadillorlangRsolnprugarchS7scalesSkewHyperbolicspdtimeDatetruncnormurcavctrsviridisLitewaveletswithrxtszoo

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