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DESCRIPTION
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DESCRIPTION
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Package: fGarch
Version: 3010.82
Date: 2013-04-30
Title: Rmetrics - Modelling Autoregressive Conditional Heteroskedasticity
Author: Rmetrics Core Team,
Diethelm Wuertz [aut],
Tobias Setz [cre],
Chris Boudt [ctb],
Yohan Chalabi [ctb],
Pierre Chausse [ctb],
Michal Miklovac [ctb]
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics
Imports: fastICA, Matrix
Suggests: methods, RUnit, tcltk
Maintainer: Tobias Setz <tobias.setz@rmetrics.org>
Description: Environment for teaching
"Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org