Package: tsmarch
Type: Package
Title: Multivariate ARCH Models
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>.
Version: 1.0.0
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com", comment = c(ORCID = "0009-0000-9308-0457")))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 3.5.0), methods, tsmethods (>= 1.0.2)
LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo, RcppParallel, RcppBessel
SystemRequirements: GNU make
Imports: Rcpp, RcppParallel, tsgarch (>= 1.0.3), tsdistributions (>=
        1.0.2), RcppBessel, Rsolnp, nloptr, numDeriv, abind, shape,
        Rdpack, xts, zoo, lubridate, sandwich, future.apply, future,
        stats, utils, data.table
License: GPL-2
Encoding: UTF-8
LazyData: true
BugReports: https://github.com/tsmodels/tsmarch/issues
RoxygenNote: 7.3.2
ByteCompile: true
URL: https://github.com/tsmodels/tsmarch, https://www.nopredict.com
RdMacros: Rdpack
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), tstests
VignetteBuilder: knitr
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2024-11-15 10:33:37 UTC; alexios
Author: Alexios Galanos [aut, cre, cph]
    (<https://orcid.org/0009-0000-9308-0457>)
Repository: CRAN
Date/Publication: 2024-11-18 13:30:02 UTC
Built: R 4.5.2; x86_64-w64-mingw32; 2025-12-25 04:50:29 UTC; windows
Archs: x64
