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r-cran-fgarch

GNU R package for financial engineering -- fGarch

Variants:
This package provides functions for GARCH volatility modelling and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fGarch provides generalized autoregressive conditional heteroscasticity modelling functions.

Homepage:
Package version:2110.80-1
Architecture:i386
Distribution:Debian
Filename:r-cran-fgarch_2110.80-1_i386.deb

/usr/share/doc/r-cran-fgarch/changelog.Debian.gz

fgarch (2110.80-1) unstable; urgency=low

  * New upstream release

 -- Dirk Eddelbuettel <edd@debian.org>  Tue, 10 Nov 2009 16:51:26 -0600

fgarch (2100.79-2) unstable; urgency=low

  * Rebuilt for R 2.10.0 to work with new R-internal help file conversion

  * debian/control: Set (Build-)Depends: to current R version

 -- Dirk Eddelbuettel <edd@debian.org>  Wed, 04 Nov 2009 17:10:47 -0600

fgarch
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/usr/share/doc/r-cran-fgarch/changelog.gz

Author: chalabi
Date:   2009-11-05

    small changes in predict,fGARCH-method to correct its output when n.ahead=1 since addition of conditional errors.
    
    M pkg/fGarch/R/methods-predict.R

Author: chalabi
Date:   2009-09-28

    updated version number
    
    M pkg/fGarch/DESCRIPTION

Author: chalabi
Date:   2009-09-28

    updated DESCR and ChangeLog
    
    M pkg/fGarch/ChangeLog
    M
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/usr/lib/R/site-library/fGarch/THANKS

The Rmetrics core team would like to thank the following people for ideas,
testing and feedback regarding fGarch:
  Michal Miklovic <mmiklovic@yahoo.com>
  Kris Kris <Kris.Boudt@econ.kuleuven.be>
  Spencer Graves <spencer.graves@pdf.com>

/usr/lib/R/site-library/fGarch/COPYRIGHT.html

<HTML>
 <HEAD>
  <TITLE>Rmetrics::COPYRIGHT</TITLE>
 </HEAD>
<BODY BGCOLOR="WHITE">
<P>
<B><FO
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/usr/share/doc/r-cran-fgarch/copyright

This is the Debian GNU/Linux r-cran-farma package of fGarch, a set of
function for GARCH modelling f
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