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.

bayesDccGarch: Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model

Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014). <doi:10.1080/02664763.2013.839635>.

Version: 3.0.4
Depends: R (≥ 2.0), numDeriv, coda
Published: 2023-04-22
DOI: 10.32614/CRAN.package.bayesDccGarch
Author: Jose Augusto Fiorucci ORCID iD [aut, cre, cph], Ricardo Sanders Ehlers ORCID iD [aut, cph], Francisco Louzada ORCID iD [aut, cph]
Maintainer: Jose Augusto Fiorucci <jafiorucci at gmail.com>
BugReports: https://github.com/jafiorucci/bayesDccGarch/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://ui.adsabs.harvard.edu/abs/2014arXiv1412.2967F/abstract
NeedsCompilation: yes
Materials: README ChangeLog
In views: Bayesian
CRAN checks: bayesDccGarch results

Documentation:

Reference manual: bayesDccGarch.pdf

Downloads:

Package source: bayesDccGarch_3.0.4.tar.gz
Windows binaries: r-devel: bayesDccGarch_3.0.4.zip, r-release: bayesDccGarch_3.0.4.zip, r-oldrel: bayesDccGarch_3.0.4.zip
macOS binaries: r-release (arm64): bayesDccGarch_3.0.4.tgz, r-oldrel (arm64): bayesDccGarch_3.0.4.tgz, r-release (x86_64): bayesDccGarch_3.0.4.tgz, r-oldrel (x86_64): bayesDccGarch_3.0.4.tgz
Old sources: bayesDccGarch archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bayesDccGarch 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.