WaveletGARCH
Fit the Wavelet-GARCH Model to Volatile Time Series Data
v0.1.1
·
Feb 29, 2020
·
GPL
Description
Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) <doi:10.3233/MAS-150328>.
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CRAN Check Status
5
NOTE
9
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Dr.", "Ranjit", "Kumar"),
family = "Paul",
role = c("aut", "cre"),
email = "ranjitstat@gmail.com"),
person(given = "Sandipan",
family = "Samanta",
role = "aut"),
person(given = "Ankit",
family = "Tanwar",
role = "aut"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Dr.", "Ranjit", "Kumar"),
family = "Paul",
role = c("aut", "cre"),
email = "ranjitstat@gmail.com"),
person(given = "Sandipan",
family = "Samanta",
role = "aut"),
person(given = "Ankit",
family = "Tanwar",
role = "aut"))
as necessary.
OK
r-devel-linux-x86_64-fedora-clang
*
OK
r-devel-linux-x86_64-fedora-gcc
*
OK
r-devel-macos-arm64
*
OK
r-devel-windows-x86_64
*
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
OK
r-release-macos-arm64
*
OK
r-release-macos-x86_64
*
OK
r-release-windows-x86_64
*
Check History
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Dr.", "Ranjit", "Kumar"),
family = "Paul",
role = c("aut", "cre"),
email = "ranjitstat@gmail.com"),
person(given = "Sandipan",
family = "Samanta",
role = "aut"),
person(given = "Ankit",
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Dr.", "Ranjit", "Kumar"),
family = "Paul",
role = c("aut", "cre"),
email = "ranjitstat@gmail.com"),
person(given = "Sandipan",
family = "Samanta",
role = "aut"),
person(given = "Ankit",
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
Dependency Network
Version History
new
0.1.1
Mar 9, 2026