R (>= 2.10.0), Rcpp (>= 0.8.5), RcppArmadillo (>= 0.2.5), methods, Matrix, numDeriv, chron, Rsolnp, sandwich
ARFIMA, in-mean, external regressors and various GARCH flavours, with methods for fit, forecast, simulation, inference and plotting.
xts, timeSeries, multicore, Bessel, vars, JADE, fastICA, PearsonICA, ff
africa-import.R rgarch-imports.R rgarch-cwrappers.R rgarch-solvers.R rgarch-distributions.R rgarch-kappa.R rgarch-meanres.R rgarch-misc.R rgarch-numderiv.R rgarch-series.R rgarch-startpars.R rgarch-tests.R rgarch-armafor.R rgarch-graphs.R rgarch-classes.R rgarch-sgarch.R rgarch-fgarch.R rgarch-egarch.R rgarch-gjrgarch.R rgarch-aparch.R rgarch-igarch.R rgarch-multi.R rgarch-riskreporting.R rgarch-plots.R rgarch-rolling.R rgarch-uncertainty.R rgarch-bootstrap.R rgarch-methods.R gogarch-classes.R gogarch-distributions.R gogarch-fit.R gogarch-ica.R gogarch-main.R gogarch-methods.R rgarch-benchmarks.R rdcc-classes.R rdcc-dcc.R rdcc-likelihoods.R rdcc-plots.R rdcc-methods.R rdcc-mdistributions.R rdcc-postestimation.R rdcc-series.R rdcc-solver.R rdcc-startpars.R arfima-classes.R arfima-multi.R arfima-main.R arfima-methods.R zzz.R