GARCHSK

0.1.0

Estimating a GARCHSK Model and GJRSK Model

0packages depend

3.5Kdownloads / year

–test coverage

12/13checks pass

Overview

About

Maintained by Kei NakagawaFirst published 2021-07-221 releasesCRAN page ↗

Functions for estimating a GARCHSK model and GJRSK model based on a publication by Leon et,al (2005)doi:10.1016/j.qref.2004.12.020 and Nakagawa and Uchiyama (2020)doi:10.3390/math8111990. These are a GARCH-type model allowing for time-varying volatility, skewness and kurtosis.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("GARCHSK", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-garchsk

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-GARCHSK

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-GARCHSK

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 52 s · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 0%

Downloads

3.5K

CRAN downloads in the past year

Rank #13,171 · ~10/day · ~293/mo

Releases R versions

Daily download trend is not available in this view yet.

23230 days

77690 days

3.5K1 year

Compare downloads with other packages →

Also on91 r2u22 c2d4u

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (0)

none

Imports (2)

statsRsolnp

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Kei Nakagawa

Author, Maintainer

Authors (1)

Kei Nakagawa

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.0Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2021-07-22
Total releases: 1 / 5 yrs
License: GPL (>= 2) OSI
Bundled data: 34 KB / 1 file
Download size: 36 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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