Title: Tools for linear grouping analysis (LGA)
Description: Tools for linear grouping analysis. Two user-level functions: gap and lga.
Packaged: Mon Sep 10 08:41:14 2007; harringt

Description: Tools for linear grouping analysis. Three user-level functions: gap, rlga and lga.
Packaged: Fri Feb 22 14:46:17 2008; harringt

Description: Tools for linear grouping analysis. Three user-level
X-CRAN-Comment: Orphaned on 2012-01-10 as maintainer address bounces

Title: Simulation and estimation of log-GARCH models
Description: Simulation and estimation of log-GARCH models.

Description: Simulation and estimation of univariate log-GARCH models, and of the multivariate CCC-log-GARCH(1,1) model. 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, whereas the latter two estimates a univariate and multivariate log-GARCH model, respectively. In addition, a collection of methods can be applied to objects of both the 'lgarch' and 'mlgarch' types: coef, fitted, logLik, print, residuals and vcov.

Description: 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.

Description: 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.