Thomas Gries

2 packages 1 year on CRAN

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Downloads

894

Last 30 days

894

Last 90 days

894

Last year

fEGarch

467

smoots

427

fEGarch new v1.0.6 Mar 10, 2026

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

smoots new v1.1.4 Mar 10, 2026

Nonparametric Estimation of the Trend and Its Derivatives in TS

2 packages

Package	Title	Downloads	Version
fEGarch	SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions	467	1.0.6
smoots	Nonparametric Estimation of the Trend and Its Derivatives in TS	427	1.1.4

Contributes 2

packages depend on their work

Dominik Schulz 2 pkgs

Yuanhua Feng 2 pkgs

Christian Peitz 1 pkg

Marlon Fritz 1 pkg

Oliver Kojo Ayensu 1 pkg

Sebastian Letmathe 1 pkg

Shujie Li 1 pkg

Sikandar Siddiqui 1 pkg

Mar 10, 2026

1 year active