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Source: fgarch
Section: gnu-r
Priority: optional
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Build-Depends: debhelper-compat (= 13), r-base-dev (>= 4.3.3), dh-r, r-cran-fbasics (>= 2100.78), r-cran-timedate, r-cran-timeseries, r-cran-vr, xvfb, xauth, xfonts-base, r-cran-fastica, r-cran-matrix, r-cran-cvar
Standards-Version: 4.6.2
Vcs-Browser: https://salsa.debian.org/edd/r-cran-fgarch
Vcs-Git: https://salsa.debian.org/edd/r-cran-fgarch.git
Homepage: https://cran.r-project.org/package=fGarch
Package: r-cran-fgarch
Architecture: any
Depends: ${shlibs:Depends}, ${misc:Depends}, ${R:Depends}, r-cran-fbasics (>= 2100.78), r-cran-timedate, r-cran-timeseries, r-cran-fastica, r-cran-matrix, r-cran-cvar
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 heteroscastic
modelling functions.
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