Description
Feasible Multivariate Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models including Dynamic Conditional Correlation (DCC), Copula GARCH and Generalized Orthogonal GARCH with Generalized Hyperbolic distribution. A review of some of these models can be found in Boudt, Galanos, Payseur and Zivot (2019) <doi:10.1016/bs.host.2019.01.001>.
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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 | 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 (16 non-OK)
OK
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
*
NOTE
r-oldrel-macos-arm64
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 15.3Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.2Mb
NOTE
r-oldrel-macos-x86_64
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 15.0Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.0Mb
NOTE
r-oldrel-windows-x86_64
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
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 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 15.3Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.2Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 15.0Mb
sub-directories of 1Mb or more:
doc 1.6Mb
libs 12.0Mb
NOTE
r-oldrel-windows-x86_64
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
Dependency Network
Version History
new
1.0.0
Mar 9, 2026