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Source: fgarch
Section: gnu-r
Priority: optional
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Build-Depends: debhelper (>= 5.0.0), r-base-dev (>= 2.10.0), cdbs, r-cran-fbasics (>= 2100.78), r-cran-timedate, r-cran-timeseries, r-cran-vr, xvfb, xauth, xfonts-base
Standards-Version: 3.8.3
Homepage: http://www.Rmetrics.org
Package: r-cran-fgarch
Architecture: any
Depends: ${shlibs:Depends}, r-base-core (>= 2.10.0), r-cran-fbasics (>= 2100.78), r-cran-timedate, r-cran-timeseries, r-cran-vr
Suggests: r-cran-runit
Description: GNU R package for financial engineering -- fGarch
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.
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