{
  "_id": "6a3270633efcd9bda4387f08",
  "Package": "bayesGARCH",
  "Version": "2.1.10",
  "Date": "2021-05-16",
  "Title": "Bayesian Estimation of the GARCH(1,1) Model with Student-t\nInnovations",
  "Authors@R": "person(\"David\", \"Ardia\", role = c(\"aut\", \"cre\", \"cph\"),\nemail = \"david.ardia.ch@gmail.com\", comment = c(ORCID = \"0000-0003-2823-782X\"))",
  "Maintainer": "David Ardia <david.ardia.ch@gmail.com>",
  "Description": "Provides the bayesGARCH() function which performs the\nBayesian estimation of the GARCH(1,1) model with Student's t\ninnovations as described in Ardia (2008)\n<doi:10.1007/978-3-540-78657-3>.",
  "BugReports": "https://github.com/ArdiaD/bayesGARCH/issues",
  "URL": "https://github.com/ArdiaD/bayesGARCH",
  "License": "GPL (>= 2)",
  "RoxygenNote": "5.0.1",
  "NeedsCompilation": "yes",
  "Author": "David Ardia [aut, cre, cph]\n(<https://orcid.org/0000-0003-2823-782X>)",
  "Repository": "https://ardiad.r-universe.dev",
  "Date/Publication": "2021-05-16 14:06:28 UTC",
  "RemoteUrl": "https://github.com/ardiad/bayesgarch",
  "RemoteRef": "HEAD",
  "RemoteSha": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
  "Packaged": {
    "Date": "2026-06-17 09:52:56 UTC",
    "User": "root"
  },
  "MD5sum": "9db4504d7dc5fa65a3e23d23d7674937",
  "_user": "ardiad",
  "_type": "src",
  "_file": "bayesGARCH_2.1.10.tar.gz",
  "_fileid": "7c72b4b9c4304934c91e442889e58df221c84cb030148900c0e398527a1d8899",
  "_filesize": 212277,
  "_sha256": "7c72b4b9c4304934c91e442889e58df221c84cb030148900c0e398527a1d8899",
  "_created": "2026-06-17T09:52:56.000Z",
  "_published": "2026-06-17T10:01:07.949Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 81866968269,
      "time": 99,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7691931890"
    },
    {
      "job": 81866968215,
      "time": 108,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7691934890"
    },
    {
      "job": 81866968256,
      "time": 120,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7691939423"
    },
    {
      "job": 81866968226,
      "time": 189,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7691965474"
    },
    {
      "job": 81866968315,
      "time": 71,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7691920862"
    },
    {
      "job": 81866968260,
      "time": 233,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7691979480"
    },
    {
      "job": 81866968247,
      "time": 110,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7691935627"
    },
    {
      "job": 81866968422,
      "time": 441,
      "config": "macos-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7692058896"
    },
    {
      "job": 81866498646,
      "time": 147,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7691891695"
    },
    {
      "job": 81866968182,
      "time": 87,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7691927160"
    },
    {
      "job": 81866968194,
      "time": 65,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7691919488"
    },
    {
      "job": 81866968205,
      "time": 78,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7691924646"
    },
    {
      "job": 81866968285,
      "time": 110,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7691936338"
    }
  ],
  "_buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/ardiad/bayesgarch",
  "_commit": {
    "id": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
    "author": "David Ardia <ArdiaD@users.noreply.github.com>",
    "committer": "David Ardia <ArdiaD@users.noreply.github.com>",
    "message": "Doc fixed\n",
    "time": 1621173988
  },
  "_maintainer": {
    "name": "David Ardia",
    "email": "david.ardia.ch@gmail.com",
    "login": "ardiad",
    "orcid": "0000-0003-2823-782X",
    "description": "Professor in Quantitative Finance",
    "uuid": 11246455
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "mvtnorm",
      "role": "Imports"
    },
    {
      "package": "coda",
      "role": "Imports"
    }
  ],
  "_owner": "ardiad",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_topics": [
    "bayesian",
    "garch",
    "mcmc",
    "risk-models",
    "student"
  ],
  "_stars": 16,
  "_contributors": [
    {
      "user": "ardiad",
      "count": 40,
      "uuid": 11246455
    }
  ],
  "_userbio": {
    "uuid": 11246455,
    "type": "user",
    "name": "David Ardia",
    "followers": 153,
    "description": "Professor in Quantitative Finance"
  },
  "_downloads": {
    "count": 406,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/bayesGARCH"
  },
  "_devurl": "https://github.com/ardiad/bayesgarch",
  "_searchresults": 18,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/bayesGARCH.html",
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/ardiad/bayesgarch",
  "_realowner": "ardiad",
  "_cranurl": true,
  "_releases": [
    {
      "version": "1-00.01",
      "date": "2008-06-03"
    },
    {
      "version": "1-00.02",
      "date": "2008-12-04"
    },
    {
      "version": "1-00.04",
      "date": "2009-05-11"
    },
    {
      "version": "1-00.05",
      "date": "2009-11-25"
    },
    {
      "version": "1-00.06",
      "date": "2010-08-31"
    },
    {
      "version": "1-00.08",
      "date": "2011-01-04"
    },
    {
      "version": "1-00.09",
      "date": "2011-02-10"
    },
    {
      "version": "1-00.10",
      "date": "2011-04-15"
    },
    {
      "version": "2.0.1",
      "date": "2014-01-07"
    },
    {
      "version": "2.0.2",
      "date": "2015-12-15"
    },
    {
      "version": "2.1.2",
      "date": "2017-01-12"
    },
    {
      "version": "2.1.3",
      "date": "2017-02-04"
    },
    {
      "version": "2.1.4",
      "date": "2020-04-19"
    },
    {
      "version": "2.1.5",
      "date": "2020-04-20"
    },
    {
      "version": "2.1.7",
      "date": "2021-04-20"
    },
    {
      "version": "2.1.8",
      "date": "2021-04-22"
    },
    {
      "version": "2.1.10",
      "date": "2021-05-16"
    }
  ],
  "_exports": [
    "bayesGARCH",
    "formSmpl"
  ],
  "_datasets": [
    {
      "name": "dem2gbp",
      "title": "DEM/GBP exchange rate log-returns",
      "object": "dem2gbp",
      "file": "dem2gbp.rda",
      "class": [
        "numeric"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "bayesGARCH",
      "title": "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations",
      "concept": [
        "Bayesian GARCH"
      ],
      "topics": [
        "bayesGARCH"
      ]
    },
    {
      "page": "dem2gbp",
      "title": "DEM/GBP exchange rate log-returns",
      "topics": [
        "dem2gbp"
      ]
    },
    {
      "page": "formSmpl",
      "title": "Form the Posterior Sample",
      "topics": [
        "formSmpl"
      ]
    }
  ],
  "_readme": "https://github.com/ardiad/bayesgarch/raw/HEAD/README.md",
  "_rundeps": [
    "coda",
    "lattice",
    "mvtnorm"
  ],
  "_score": 4.15836249209525,
  "_indexed": true,
  "_nocasepkg": "bayesgarch",
  "_universes": [
    "ardiad"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:38.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "9881846113a0d383a7a370ed4f9cac65ce025a97af222e483f90e578e53af31d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:42.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "f9a13a3201dbf4a778e5a6812b7d63b123ad469e73dac125e3383346fa977b2d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:58.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "87e81909ce13d0a0ac73e85114f89323abf6266164fbf8e3c7c289fdf8bbedc4",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:42.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "b697d3b7bfdd83dcca00ae4809b2dd34b9e622898e3777748821d2931ae79e08",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:10.000Z",
      "arch": "aarch64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "4aa58d64c3d6517d62c6211c415b3da57594d98e48532494a6067f56a0624a6a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "2.1.10",
      "date": "2026-06-17T09:56:13.000Z",
      "arch": "x86_64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "d67b8337c37ac73bd6ef2b74720efc8755793c532a9e826e2eb3b27fa6ecf2c5",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:40.000Z",
      "arch": "aarch64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "3b34fc613d66fa5a64f509a7c265383f729c06beb910f38e83c3b5caa30b576e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "2.1.10",
      "date": "2026-06-17T09:59:09.000Z",
      "arch": "x86_64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "b7cc2624e74e85a7ea2d52275cfa86fbb81af19cfe13db587dca738a6b2efc96",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:36.000Z",
      "arch": "emscripten",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "0b072c717a2992ffc7a715ce20c4e356a8a0ae4b8b8e053a0c7fae3ed20faff4",
      "status": "success",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "2.1.10",
      "date": "2026-06-17T09:53:57.000Z",
      "arch": "x86_64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "aa5dbc1222f47b6cbad7016bc4bfa1f35cb186a5c7b4e684574d287c7fa08312",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:02.000Z",
      "arch": "x86_64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "9a6d8c151c055802a0e8a7b1ad46b801c73eed58a525d607c36a92b3dfaabf77",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "2.1.10",
      "date": "2026-06-17T09:54:19.000Z",
      "arch": "x86_64",
      "commit": "becc562a64cc816c9f28cdd33b472dde704fb5e0",
      "fileid": "fb157bfed5c1ee6d7328e8d10f3e2d053c3002003ff546292497db632c40ad20",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/ardiad/actions/runs/27680479842"
    }
  ]
}