Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are lgarchSim, mlgarchSim, lgarch and mlgarch. The first two simulates from a univariate and a multivariate log-GARCH model, respectively. The third function (lgarch) estimates a univariate log-GARCH model, whereas the last function (mlgarch) estimates a multivariate CCC-log-GARCH(1,1) model. A collection of methods can be applied to objects of both the 'lgarch' and 'mlgarch' types: coef, fitted, logLik, print, residuals and vcov.

Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim, mlgarchSim, lgarch and mlgarch. The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively. A collection of methods can be applied to objects of both the 'lgarch' and 'mlgarch' types: coef, fitted, logLik, print, residuals, summary and vcov.

Simulation and Estimation of Log-GARCH Models
Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively.

Tilman M. Davies, Ben Taylor, Barry Rowlingson
Spatial and spatio-temporal modelling of point patterns
using the log-Gaussian Cox process
R (>= 2.2.0), spatstat, sp, RandomFields, iterators, ncdf,
methods, tcltk, rgl, rpanel, fields, rgdal, maptools
'adaptiveSchemes.R' 'computeGradtrunc.R' 'fftgrid.R'
'getCounts.R' 'gridAverageMethods.R' 'gridFunctionMethods.R'
'lgcpForecast.R' 'lgcpInternals.R' 'lgcpMethods.R' 'lgcppars.R'
'lgcpPredict.R' 'lgcp.R' 'lgcpSim.R' 'MALAlgcp.R'
'mcmcIterator.R' 'mcmcpars.R' 'mcmcProgress.R'
'parameterEstimation.R' 'selectObsWindow.R' 'setoutput.R'
'spatialAtRiskClassDef.R' 'stpppClassDef.R'
'temporalAtRiskClassDef.R' 'txtProgressBar2.R' 'zzz.R'