Package: bayesGARCH 2.1.10
bayesGARCH: Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Provides the bayesGARCH() function which performs the Bayesian estimation of the GARCH(1,1) model with Student's t innovations as described in Ardia (2008) <doi:10.1007/978-3-540-78657-3>.
Authors:
bayesGARCH_2.1.10.tar.gz
bayesGARCH_2.1.10.zip(r-4.5)bayesGARCH_2.1.10.zip(r-4.4)bayesGARCH_2.1.10.zip(r-4.3)
bayesGARCH_2.1.10.tgz(r-4.5-x86_64)bayesGARCH_2.1.10.tgz(r-4.5-arm64)bayesGARCH_2.1.10.tgz(r-4.4-x86_64)bayesGARCH_2.1.10.tgz(r-4.4-arm64)bayesGARCH_2.1.10.tgz(r-4.3-x86_64)bayesGARCH_2.1.10.tgz(r-4.3-arm64)
bayesGARCH_2.1.10.tar.gz(r-4.5-noble)bayesGARCH_2.1.10.tar.gz(r-4.4-noble)
bayesGARCH_2.1.10.tgz(r-4.4-emscripten)bayesGARCH_2.1.10.tgz(r-4.3-emscripten)
bayesGARCH.pdf |bayesGARCH.html✨
bayesGARCH/json (API)
NEWS
| # Install 'bayesGARCH' in R: |
| install.packages('bayesGARCH', repos = c('https://ardiad.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ardiad/bayesgarch/issues
- dem2gbp - DEM/GBP exchange rate log-returns
bayesiangarchmcmcrisk-modelsstudent
Last updated 4 years agofrom:becc562a64. Checks:5 OK, 7 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 07 2025 |
| R-4.5-win-x86_64 | OK | Mar 07 2025 |
| R-4.5-mac-x86_64 | OK | Mar 07 2025 |
| R-4.5-mac-aarch64 | OK | Mar 07 2025 |
| R-4.5-linux-x86_64 | OK | Mar 07 2025 |
| R-4.4-win-x86_64 | NOTE | Mar 07 2025 |
| R-4.4-mac-x86_64 | NOTE | Mar 07 2025 |
| R-4.4-mac-aarch64 | NOTE | Mar 07 2025 |
| R-4.4-linux-x86_64 | NOTE | Mar 07 2025 |
| R-4.3-win-x86_64 | NOTE | Mar 07 2025 |
| R-4.3-mac-x86_64 | NOTE | Mar 07 2025 |
| R-4.3-mac-aarch64 | NOTE | Mar 07 2025 |
Exports:bayesGARCHformSmpl
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations | bayesGARCH |
| DEM/GBP exchange rate log-returns | dem2gbp |
| Form the Posterior Sample | formSmpl |
