Package: WaveletGARCH
Type: Package
Title: Fit the Wavelet-GARCH Model to Volatile Time Series Data
Version: 0.1.1
Author: Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar
Maintainer: Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>
Description: Fits the combination of Wavelet-GARCH model for time
        series forecasting using algorithm by Paul (2015)
        <doi:10.3233/MAS-150328>.
License: GPL
Imports: stats, wavelets, FinTS, forecast, parallel, rugarch, fracdiff,
        methods
NeedsCompilation: no
Packaged: 2026-10-14 11:53:02 UTC; root
Config/pak/sysreqs: cmake
Repository: https://ranjitstat.r-universe.dev
Date/Publication: 2020-02-29 10:10:02 UTC
RemoteUrl: https://github.com/cran/WaveletGARCH
RemoteRef: HEAD
RemoteSha: ed45a6557def61ec1b1ba38ac3b853611f26c6e7