统计软件R语言中rugarch加载程序包说明文档

Package‘rugarch’March1,2012TypePackageTitleUnivariateG[e-mail][e-mail](=2.10.0),Rcpp(=0.8.5),RcppArmadillo,methods,numDeriv,chron,RsolnpLinkingToRcpp,RcppArmadilloDescriptionARFIMA,in-mean,externalregressorsandvariousGARCHflavours,withmethodsforfit,forecast,simulation,inferenceandplotting.SystemRequirementsGNUmakeSuggestsxts,timeSeries,multicore,snowfall,nloptrCollaterugarch-imports.Rrugarch-cwrappers.Rrugarch-solvers.Rrugarch-distributions.Rrugarch-kappa.Rrugarch-helperfn.Rrugarch-numderiv.Rrugarch-series.Rrugarch-startpars.Rrugarch-tests.Rrugarch-armafor.Rrugarch-graphs.Rrugarch-classes.Rrugarch-sgarch.Rrugarch-fgarch.Rrugarch-egarch.Rrugarch-gjrgarch.Rrugarch-aparch.Rrugarch-igarch.Rrugarch-multi.Rrugarch-plots.Rrugarch-rolling.Rrugarch-uncertainty.Rrugarch-bootstrap.Rrugarch-methods.Rrugarch-benchmarks.Rarfima-classes.Rarfima-multi.Rarfima-main.Rarfima-methods.Rzzz.RLazyLoadyesLicenseGPL-3RepositoryCRANDate/Publication2012-03-0111:25:2112Rtopicsdocumented:Rtopicsdocumented:rugarch-package.......................................3ARFIMA-class.......................................6ARFIMAdistribution-class.................................7arfimadistribution-methods.................................8ARFIMAfilter-class.....................................10arfimafilter-methods.....................................11ARFIMAfit-class......................................13arfimafit-methods......................................14ARFIMAforecast-class...................................17arfimaforecast-methods...................................18ARFIMAmultifilter-class..................................21ARFIMAmultifit-class...................................22ARFIMAmultiforecast-class................................23ARFIMAmultispec-class..................................23ARFIMApath-class.....................................24arfimapath-methods.....................................25ARFIMAroll-class.....................................26arfimaroll-methods.....................................27ARFIMAsim-class.....................................29arfimasim-methods.....................................29ARFIMAspec-class.....................................30arfimaspec-methods.....................................31BerkowitzTest........................................33DACTest...........................................35dji30ret...........................................36dmbp............................................37ESTest............................................37ForwardDates-methods...................................39GARCHboot-class.....................................40GARCHdistribution-class..................................41GARCHfilter-class.....................................41GARCHfit-class.......................................42GARCHforecast-class....................................43GARCHpath-class.....................................43GARCHroll-class......................................44GARCHsim-class......................................45GARCHspec-class.....................................45GARCHtests-class.....................................46ghyptransform........................................47GMMTest..........................................48HLTest............................................49multifilter-methods.....................................51multifit-methods.......................................52multiforecast-methods...................................53multispec-methods.....................................54rGARCH-class.......................................55rugarch-package3rgarchdist..........................................55sp500ret...........................................57ugarchbench.........................................58uGARCHboot-class.....................................59ugarchboot-methods....................................60uGARCHdistribution-class.................................62ugarchdistribution-methods.................................63uGARCHfilter-class.....................................65ugarchfilter-methods....................................66uGARCHfit-class......................................68ugarchfit-methods......................................71uGARCHforecast-class...................................73ugarchforecast-methods...................................74uGARCHmultifilter-class..................................76uGARCHmultifit-class...................................77uGARCHmultiforecast-class................................78uGARCHmultispec-class..................................78uGARCHpath-class.....................................79ugarchpath-methods.....................................80uGARCHroll-class.....................................81ugarchroll-methods.....................................83uGARCHsim-class.....................................85ugarchsim-methods.....................................86uGARCHspec-class............................