Package: fGarch
Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Version: 4052.93
Authors@R: c(person("Diethelm", "Wuertz", role="aut", comment = "original code")
	   , person("Yohan", "Chalabi", role = "aut")
	   , person("Tobias", "Setz", role = c("aut"), email = "tobias.setz@live.com")
	   , person("Martin","Maechler", role="aut", email="maechler@stat.math.ethz.ch",
	            comment = c(ORCID = "0000-0002-8685-9910"))
	   , person("Chris", "Boudt", role = "ctb")
	   , person("Pierre", "Chausse", role = "ctb")
	   , person("Michal", "Miklovac", role = "ctb")
	   , person(given = c("Georgi", "N."), family = "Boshnakov", 
                    role = c("aut", "cre"), email = "georgi.boshnakov@manchester.ac.uk",
		    comment = c(ORCID = "0000-0003-2839-346X")) )
Description: Analyze and model heteroskedastic behavior in financial time series.
Imports: fBasics, timeDate, timeSeries, fastICA, Matrix (>= 1.5-0),
        cvar (>= 0.5), graphics, methods, stats, utils
Suggests: RUnit, tcltk, goftest
LazyData: yes
License: GPL (>= 2)
URL: https://geobosh.github.io/fGarchDoc/ (doc),
        https://CRAN.R-project.org/package=fGarch,
        https://www.rmetrics.org
BugReports: https://r-forge.r-project.org/tracker/?func=browse&group_id=156&atid=633
NeedsCompilation: yes
Packaged: 2025-12-12 08:32:03 UTC; georgi
Author: Diethelm Wuertz [aut] (original code),
  Yohan Chalabi [aut],
  Tobias Setz [aut],
  Martin Maechler [aut] (ORCID: <https://orcid.org/0000-0002-8685-9910>),
  Chris Boudt [ctb],
  Pierre Chausse [ctb],
  Michal Miklovac [ctb],
  Georgi N. Boshnakov [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-2839-346X>)
Maintainer: Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
Repository: CRAN
Date/Publication: 2025-12-12 09:20:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-25 16:02:21 UTC; unix
Archs: fGarch.so.dSYM
