r-cran-fgarch 3042.83.1-ok1 (amd64 binary) in openkylin yangtze

 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 heteroscastic
 modelling functions.

Details

Package version:
3042.83.1-ok1
Source:
fgarch 3042.83.1-ok1 source package in openKylin
Status:
Deleted
Component:
main
Priority:
Optional