The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Methods and tools for estimating, simulating and forecasting of so-called BEKK-models (named after Baba, Engle, Kraft and Kroner) based on the fast Berndt–Hall–Hall–Hausman (BHHH) algorithm described in Hafner and Herwartz (2008) <doi:10.1007/s00184-007-0130-y>. For an overview, we refer the reader to Fülle et al. (2024) <doi:10.18637/jss.v111.i04>.
| Version: | 1.4.5 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp, reshape2, ggplot2, mathjaxr, gridExtra, grid, ggfortify, parallel, xts, stats, future, future.apply, GAS, ks, lubridate, utils, pbapply, numDeriv, moments |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 2.1.0) |
| Published: | 2024-11-25 |
| DOI: | 10.32614/CRAN.package.BEKKs |
| Author: | Markus J. Fülle [aut, cre], Alexander Lange [aut], Christian M. Hafner [aut], Helmut Herwartz [aut] |
| Maintainer: | Markus J. Fülle <markus.fuelle at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Citation: | BEKKs citation info |
| CRAN checks: | BEKKs results |
| Reference manual: | BEKKs.pdf |
| Package source: | BEKKs_1.4.5.tar.gz |
| Windows binaries: | r-devel: BEKKs_1.4.5.zip, r-release: BEKKs_1.4.5.zip, r-oldrel: BEKKs_1.4.5.zip |
| macOS binaries: | r-release (arm64): BEKKs_1.4.5.tgz, r-oldrel (arm64): BEKKs_1.4.5.tgz, r-release (x86_64): BEKKs_1.4.5.tgz, r-oldrel (x86_64): BEKKs_1.4.5.tgz |
| Old sources: | BEKKs archive |
Please use the canonical form https://CRAN.R-project.org/package=BEKKs to link to this page.
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.
Health stats visible at Monitor.