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rmgarch

Multivariate GARCH Models

v1.4-2 · Aug 31, 2025 · GPL-3

Description

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

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CRAN Check Status

2 NOTE
12 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc 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 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 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 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  9.8Mb
  sub-directories of 1Mb or more:
    R      3.1Mb
    libs   6.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  9.9Mb
  sub-directories of 1Mb or more:
    R      3.0Mb
    libs   6.1Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  9.8Mb
  sub-directories of 1Mb or more:
    R      3.1Mb
    libs   6.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  9.9Mb
  sub-directories of 1Mb or more:
    R      3.0Mb
    libs   6.1Mb

Reverse Dependencies (2)

Dependency Network

Dependencies Reverse dependencies rugarch Rsolnp MASS Matrix zoo xts Bessel ff shape pcaPP spd Rcpp corpcor ConnectednessApproach VIRF rmgarch

Version History

new 1.4-2 Mar 9, 2026