Package: gogarch
Version: 0.7-6
Date: 2026-01-24
Type: Package
Title: Generalized Orthogonal GARCH (GO-GARCH) Models
Description: Provision of classes and methods for estimating
        generalized orthogonal GARCH models. This is an alternative
        approach to CC-GARCH models in the context of multivariate
        volatility modeling.
Authors@R: person("Bernhard", "Pfaff",
   email = "bernhard@pfaffikus.de", role = c("aut", "cre"))
Depends: R (>= 2.10.0), methods, stats, graphics, fGarch, fastICA
License: GPL (>= 2)
LazyLoad: yes
NeedsCompilation: no
Packaged: 2026-06-23 07:29:58 UTC; root
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Repository: https://bpfaff.r-universe.dev
Date/Publication: 2026-01-24 16:30:02 UTC
RemoteUrl: https://github.com/cran/gogarch
RemoteRef: HEAD
RemoteSha: e60c2f498caf9eb7eacbcd9df63637884223a3c3