ccgarch_0.2.3.tar.gz

上传者: 44872869 | 上传时间: 2021-03-24 09:04:54 | 文件大小: 29KB | 文件类型: GZ
dcc-garch模型所需要的R语言程序包

文件下载

资源详情

[{"title":"( 86 个子文件 29KB ) ccgarch_0.2.3.tar.gz","children":[{"title":"ccgarch","children":[{"title":"NAMESPACE <span style='color:#111;'> 621B </span>","children":null,"spread":false},{"title":"R","children":[{"title":"dcc_results.R <span style='color:#111;'> 2.59KB </span>","children":null,"spread":false},{"title":"ljung_box_test.R <span style='color:#111;'> 662B </span>","children":null,"spread":false},{"title":"hh_test.R <span style='color:#111;'> 3.39KB </span>","children":null,"spread":false},{"title":"grad_dcc_full.R <span style='color:#111;'> 639B </span>","children":null,"spread":false},{"title":"dcc_estimation2.R <span style='color:#111;'> 574B </span>","children":null,"spread":false},{"title":"simulate_dcc.R <span style='color:#111;'> 822B </span>","children":null,"spread":false},{"title":"vec.garch.derivative.R <span style='color:#111;'> 993B </span>","children":null,"spread":false},{"title":"analytical_Hessian.R <span style='color:#111;'> 2.17KB </span>","children":null,"spread":false},{"title":"fourth.R <span style='color:#111;'> 277B </span>","children":null,"spread":false},{"title":"loglik_dcc.R <span style='color:#111;'> 1.33KB </span>","children":null,"spread":false},{"title":"nt_test.R <span style='color:#111;'> 3.08KB </span>","children":null,"spread":false},{"title":"dcc_estimation.R <span style='color:#111;'> 3.54KB </span>","children":null,"spread":false},{"title":"deriv_R.R <span style='color:#111;'> 373B </span>","children":null,"spread":false},{"title":"uni_vola_sim.R <span style='color:#111;'> 342B </span>","children":null,"spread":false},{"title":"analytical_grad.R <span style='color:#111;'> 2.19KB </span>","children":null,"spread":false},{"title":"stationarity.R <span style='color:#111;'> 209B </span>","children":null,"spread":false},{"title":"dlc.R <span style='color:#111;'> 3.13KB </span>","children":null,"spread":false},{"title":"simulate_stcc.R <span style='color:#111;'> 1.05KB </span>","children":null,"spread":false},{"title":"vector_garch.R <span style='color:#111;'> 218B </span>","children":null,"spread":false},{"title":"robust_kurtosis.R <span style='color:#111;'> 973B </span>","children":null,"spread":false},{"title":"loglik_dcc1.R <span style='color:#111;'> 508B </span>","children":null,"spread":false},{"title":"loglik_eccc.R <span style='color:#111;'> 733B </span>","children":null,"spread":false},{"title":"d2lv.R <span style='color:#111;'> 837B </span>","children":null,"spread":false},{"title":"dlv.R <span style='color:#111;'> 251B </span>","children":null,"spread":false},{"title":"robust_skewness.R <span style='color:#111;'> 1.05KB </span>","children":null,"spread":false},{"title":"tr_func.R <span style='color:#111;'> 211B </span>","children":null,"spread":false},{"title":"grad_dcc2.R <span style='color:#111;'> 1.07KB </span>","children":null,"spread":false},{"title":"jb_test.R <span style='color:#111;'> 810B </span>","children":null,"spread":false},{"title":"dcc_estimation1.R <span style='color:#111;'> 542B </span>","children":null,"spread":false},{"title":"dlv_est.R <span style='color:#111;'> 370B </span>","children":null,"spread":false},{"title":"R_dcc.R <span style='color:#111;'> 172B </span>","children":null,"spread":false},{"title":"simulate_eccc.R <span style='color:#111;'> 648B </span>","children":null,"spread":false},{"title":"loglik_dcc2.R <span style='color:#111;'> 1.10KB </span>","children":null,"spread":false},{"title":"uni_vola.R <span style='color:#111;'> 202B </span>","children":null,"spread":false},{"title":"p_mat.R <span style='color:#111;'> 1.46KB </span>","children":null,"spread":false},{"title":"eccc_estimation.R <span style='color:#111;'> 3.59KB </span>","children":null,"spread":false}],"spread":false},{"title":"src","children":[{"title":"R_uni_vola_sim.c <span style='color:#111;'> 1.21KB </span>","children":null,"spread":false},{"title":"R_vector_garch.c <span style='color:#111;'> 1.71KB </span>","children":null,"spread":false},{"title":"R_eccc_sim.c <span style='color:#111;'> 3.64KB </span>","children":null,"spread":false},{"title":"R_dcc.c <span style='color:#111;'> 3.16KB </span>","children":null,"spread":false},{"title":"Makevars.win <span style='color:#111;'> 98B </span>","children":null,"spread":false},{"title":"R_uni_vola.c <span style='color:#111;'> 557B </span>","children":null,"spread":false},{"title":"R_dcc_sim.c <span style='color:#111;'> 6.95KB </span>","children":null,"spread":false},{"title":"Makevars <span style='color:#111;'> 98B </span>","children":null,"spread":false},{"title":"R_stcc_sim.c <span style='color:#111;'> 4.11KB </span>","children":null,"spread":false}],"spread":true},{"title":"ChangeLog <span style='color:#111;'> 893B </span>","children":null,"spread":false},{"title":"man","children":[{"title":"grad_dcc2.Rd <span style='color:#111;'> 1002B </span>","children":null,"spread":false},{"title":"dlv_est.Rd <span style='color:#111;'> 1.86KB </span>","children":null,"spread":false},{"title":"hh_test.Rd <span style='color:#111;'> 718B </span>","children":null,"spread":false},{"title":"rob_kr.Rd <span style='color:#111;'> 770B </span>","children":null,"spread":false},{"title":"dcc_sim.Rd <span style='color:#111;'> 3.76KB </span>","children":null,"spread":false},{"title":"dcc_estimation1.Rd <span style='color:#111;'> 1.88KB </span>","children":null,"spread":false},{"title":"fourth.Rd <span style='color:#111;'> 1.36KB </span>","children":null,"spread":false},{"title":"analytical_Hessian.Rd <span style='color:#111;'> 1.59KB </span>","children":null,"spread":false},{"title":"eccc_estimation.Rd <span style='color:#111;'> 2.68KB </span>","children":null,"spread":false},{"title":"vec_garch_derivative.Rd <span style='color:#111;'> 1.23KB </span>","children":null,"spread":false},{"title":"uni_vola_sim.Rd <span style='color:#111;'> 1.72KB </span>","children":null,"spread":false},{"title":"p_mat.Rd <span style='color:#111;'> 1.40KB </span>","children":null,"spread":false},{"title":"uni_vola.Rd <span style='color:#111;'> 858B </span>","children":null,"spread":false},{"title":"loglik_dcc1.Rd <span style='color:#111;'> 1.47KB </span>","children":null,"spread":false},{"title":"loglik_eccc.Rd <span style='color:#111;'> 1.27KB </span>","children":null,"spread":false},{"title":"dcc_estimation2.Rd <span style='color:#111;'> 1.60KB </span>","children":null,"spread":false},{"title":"eccc_sim.Rd <span style='color:#111;'> 3.57KB </span>","children":null,"spread":false},{"title":"grad_full_likelihood.Rd <span style='color:#111;'> 1.26KB </span>","children":null,"spread":false},{"title":"d2lv.Rd <span style='color:#111;'> 1.59KB </span>","children":null,"spread":false},{"title":"dcc_estimation.Rd <span style='color:#111;'> 4.15KB </span>","children":null,"spread":false},{"title":"jb_test.Rd <span style='color:#111;'> 1.04KB </span>","children":null,"spread":false},{"title":"loglik_dcc2.Rd <span style='color:#111;'> 1.27KB </span>","children":null,"spread":false},{"title":"dlv.Rd <span style='color:#111;'> 1.96KB </span>","children":null,"spread":false},{"title":"loglik_dcc.Rd <span style='color:#111;'> 2.05KB </span>","children":null,"spread":false},{"title":"dlc.Rd <span style='color:#111;'> 2.44KB </span>","children":null,"spread":false},{"title":"ljung_box_test.Rd <span style='color:#111;'> 1.19KB </span>","children":null,"spread":false},{"title":"stationarity.Rd <span style='color:#111;'> 1.35KB </span>","children":null,"spread":false},{"title":"rob_sk.Rd <span style='color:#111;'> 746B </span>","children":null,"spread":false},{"title":"vdR.Rd <span style='color:#111;'> 978B </span>","children":null,"spread":false},{"title":"nt_test.Rd <span style='color:#111;'> 822B </span>","children":null,"spread":false},{"title":"stcc_sim.Rd <span style='color:#111;'> 3.97KB </span>","children":null,"spread":false},{"title":"analytical_grad.Rd <span style='color:#111;'> 1.67KB </span>","children":null,"spread":false},{"title":"vector_garch.Rd <span style='color:#111;'> 1.23KB </span>","children":null,"spread":false},{"title":"dcc_results.Rd <span style='color:#111;'> 1.77KB </span>","children":null,"spread":false},{"title":"dcc_est.Rd <span style='color:#111;'> 1.29KB </span>","children":null,"spread":false},{"title":"tr_func.Rd <span style='color:#111;'> 789B </span>","children":null,"spread":false}],"spread":false},{"title":"inst","children":[{"title":"CITATION <span style='color:#111;'> 741B </span>","children":null,"spread":false}],"spread":true},{"title":"MD5 <span style='color:#111;'> 4.19KB </span>","children":null,"spread":false},{"title":"DESCRIPTION <span style='color:#111;'> 447B </span>","children":null,"spread":false}],"spread":true}],"spread":true}]

评论信息

  • lazzyrabbit :
    用户下载后在一定时间内未进行评价,系统默认好评。
    2021-06-08

免责申明

【只为小站】的资源来自网友分享,仅供学习研究,请务必在下载后24小时内给予删除,不得用于其他任何用途,否则后果自负。基于互联网的特殊性,【只为小站】 无法对用户传输的作品、信息、内容的权属或合法性、合规性、真实性、科学性、完整权、有效性等进行实质审查;无论 【只为小站】 经营者是否已进行审查,用户均应自行承担因其传输的作品、信息、内容而可能或已经产生的侵权或权属纠纷等法律责任。
本站所有资源不代表本站的观点或立场,基于网友分享,根据中国法律《信息网络传播权保护条例》第二十二条之规定,若资源存在侵权或相关问题请联系本站客服人员,zhiweidada#qq.com,请把#换成@,本站将给予最大的支持与配合,做到及时反馈和处理。关于更多版权及免责申明参见 版权及免责申明