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Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.
| Version: | 0.1.1 |
| Imports: | stats, wavelets, FinTS, forecast, parallel, rugarch, fracdiff, methods |
| Published: | 2020-02-29 |
| Author: | Dr. Ranjit Kumar Paul, Sandipan Samanta and Ankit Tanwar |
| Maintainer: | Dr. Ranjit Kumar Paul <ranjitstat at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | no |
| CRAN checks: | WaveletGARCH results |
| Reference manual: | WaveletGARCH.pdf |
| Package source: | WaveletGARCH_0.1.1.tar.gz |
| Windows binaries: | r-devel: WaveletGARCH_0.1.1.zip, r-release: WaveletGARCH_0.1.1.zip, r-oldrel: WaveletGARCH_0.1.1.zip |
| macOS binaries: | r-release (arm64): WaveletGARCH_0.1.1.tgz, r-oldrel (arm64): WaveletGARCH_0.1.1.tgz, r-release (x86_64): WaveletGARCH_0.1.1.tgz, r-oldrel (x86_64): WaveletGARCH_0.1.1.tgz |
| Old sources: | WaveletGARCH archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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