Package: MSGARCHelm 0.1.0

MSGARCHelm: Hybridization of MS-GARCH and ELM Model

Implements the three parallel forecast combinations of Markov Switching GARCH and extreme learning machine model along with the selection of appropriate model for volatility forecasting. For method details see Hsiao C, Wan SK (2014). <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007). <doi:10.1111/j.1468-0262.2007.00785.x>, Elliott G, Gargano A, Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>.

Authors:Rajeev Ranjan Kumar [aut, cre], Girish Kumar Jha [aut, ths, ctb], Neeraj Budhlakoti [ctb]

MSGARCHelm_0.1.0.tar.gz
MSGARCHelm_0.1.0.zip(r-4.7)MSGARCHelm_0.1.0.zip(r-4.6)MSGARCHelm_0.1.0.zip(r-4.5)
MSGARCHelm_0.1.0.tgz(r-4.6-any)MSGARCHelm_0.1.0.tgz(r-4.5-any)
MSGARCHelm_0.1.0.tar.gz(r-4.7-any)MSGARCHelm_0.1.0.tar.gz(r-4.6-any)
MSGARCHelm_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
MSGARCHelm/json (API)

# Install 'MSGARCHelm' in R:
install.packages('MSGARCHelm', repos = c('https://rrk4910.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 5 scripts 271 downloads 4 exports 66 dependencies

Last updated from:8eb1cd535b. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK261
source / vignettesOK234
linux-release-x86_64OK259
macos-release-arm64OK119
macos-oldrel-arm64OK131
windows-develOK176
windows-releaseOK205
windows-oldrelOK186
wasm-releaseOK189

Exports:fcastelmmsgarchelm_BGmsgarchelm_NGmsgarchelm_OLS

Dependencies:askpassclicodacodetoolscolorspacecpp11curlDerivexpmfanplotfarverforeachforecastfracdiffgenericsggplot2glmnetgluegreyboxgtablehttrisobanditeratorsjsonlitelabelinglatticelifecyclelmtestmagrittrMAPAMASSMatrixmimeMSGARCHneuralnetnlmenloptrnnetnnfornumDerivopensslplotrixpracmaR6RColorBrewerRcppRcppArmadilloRcppEigenrlangS7scalesshapesmoothstatmodsurvivalsystexregtimeDatetsutilsurcaurootvctrsviridisLitewithrxtablezoo