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tsgarch

Univariate GARCH Models

v1.0.3 · Oct 11, 2024 · GPL-2
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Description

Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.

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r-release-windows-x86_64 NOTE
Check details (14 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-macos-arm64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'benchmark.R' 'print.R'
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 138.4Mb
  sub-directories of 1Mb or more:
    libs  137.3Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 133.9Mb
  sub-directories of 1Mb or more:
    libs  132.7Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is 21.3Mb
  sub-directories of 1Mb or more:
    libs  20.2Mb
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'benchmark.R' 'print.R'

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-macos-arm64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'benchmark.R' 'print.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘benchmark.R’ ‘print.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

  Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'benchmark.R' 'print.R'
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 138.4Mb
  sub-directories of 1Mb or more:
    libs  137.3Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 133.9Mb
  sub-directories of 1Mb or more:
    libs  132.7Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is 21.3Mb
  sub-directories of 1Mb or more:
    libs  20.2Mb

Reverse Dependencies (2)

imports

tsmarch

suggests

tstests

Dependency Network

Dependencies Reverse dependencies tsmethods TMB Rcpp nloptr Rdpack numDeriv xts zoo future.apply future progressr flextable data.table tsdistributions lubridate +1 more dependencies tsmarch tstests tsgarch

Version History

new 1.0.3 Mar 9, 2026