Package: tsgarch
Type: Package
Title: Univariate GARCH Models
Version: 1.0.3
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), TMB(>= 1.7.20), RcppEigen
Imports: TMB (>= 1.7.20), Rcpp, nloptr, Rdpack, numDeriv, xts, zoo,
        future.apply, future, progressr, flextable, stats, utils,
        data.table, tsdistributions, lubridate, sandwich
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.
License: GPL-2
Encoding: UTF-8
LazyData: true
BugReports: https://github.com/tsmodels/tsgarch/issues
RdMacros: Rdpack
RoxygenNote: 7.3.2
ByteCompile: true
URL: https://github.com/tsmodels/tsgarch
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2024-10-11 21:14:01 UTC; alexios
Author: Alexios Galanos [aut, cre, cph]
    (<https://orcid.org/0009-0000-9308-0457>)
Repository: CRAN
Date/Publication: 2024-10-12 00:50:02 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2026-01-05 20:01:16 UTC; windows
Archs: x64
