rugarch

R 패키지 메타데이터와 수집 신호를 모아 봅니다.

Packages / CRAN / rugarch

rugarch

v1.5-5
Repository CRANLicense GPL-3Lifecycle activeNeeds compilation yes
Package pageReferenceSourceDOIREADME
DOI
10.32614/CRAN.package.rugarch
Task views
Empirical Finance, Time Series Analysis
Reverse imports
823
Reverse depends
50

Core Signals

첫 화면에서 판단해야 할 수집 신호를 먼저 배치합니다.

3
Task views
Empirical Finance, Time Series Analysis
Reverse imports
823
Reverse depends
50

Supported Backends

DESCRIPTION에서 감지한 backend 관련 package입니다.

0
backend package 신호가 없습니다.

Quick Facts

기본 메타데이터를 작은 카드와 토큰으로 압축합니다.

profile
Repository
CRAN
Version
1.5-5
License
GPL-3
Lifecycle
active
Needs compilation
yes
Reverse depends
50
Reverse imports
823
Last observed
2026-06-04
CRAN
cran.r-project.org/package=rugarch

Build fields

LinkingTo
2
Rcpp (>= 1.1.1)RcppArmadillo (>= 0.2.34)

수집 소스별 패키지 정보

1개 소스
CRAN
1.5-5
2026-06-04
License
GPL-3
Depends
R (>= 3.5.0), methods, parallel
Imports
Rsolnp, ks, numDeriv, spd, xts, zoo, chron, SkewHyperbolic, Rcpp, graphics, fracdiff, stats, grDevices, utils, nloptr
Suggests
knitr, rmarkdown
LinkingTo
Rcpp (>= 1.1.1), RcppArmadillo (>= 0.2.34)
Needs compilation
yes
Reverse depends
50
Reverse imports
823
Lifecycle
active
Last observed
2026-06-04 01:07:23

이 패키지가 의존하는 패키지

5개 표시전체 21개
PackageTypeSpec
methods
CRAN · 1.5-5 · 2026-06-04
Dependsmethods
parallel
CRAN · 1.5-5 · 2026-06-04
Dependsparallel
chron
CRAN · 1.5-5 · 2026-06-04
Importschron
fracdiff
CRAN · 1.5-5 · 2026-06-04
Importsfracdiff
graphics
CRAN · 1.5-5 · 2026-06-04
Importsgraphics
1 / 5

이 패키지를 쓰는 패키지

5개 표시전체 27개
PackageTypeSpec
rmgarch
1.4-2
CRAN · 2026-06-04
Dependsrugarch (>= 1.4-7)
ARMALSTM
0.1.0
CRAN · 2026-06-04
Importsrugarch
ConnectednessApproach
1.0.4
CRAN · 2026-06-04
Importsrugarch
dccmidas
0.1.2
CRAN · 2026-06-04
Importsrugarch (>= 1.4-4)
fEGarch
1.0.6
CRAN · 2026-06-04
Importsrugarch
1 / 6

Reverse dependency summary

3 types
TypePackages
Depends1
Imports16
Suggests10

패키지 페이지

Reverse depends
2
Reverse imports
32
Reverse suggests
20
All links
72
Repository
CRAN
Version
1.5-5
Collected
2026-06-02 02:46:17
Package page
https://cran.r-project.org/web/packages/rugarch/index.html
DOI
10.32614/CRAN.package.rugarch
Citation
https://cran.r-project.org/web/packages/rugarch/citation.html
CRAN checks
https://cran.r-project.org/web/checks/check_results_rugarch.html
README
https://cran.r-project.org/web/packages/rugarch/readme/README.html
Reference HTML
https://cran.r-project.org/web/packages/rugarch/refman/rugarch.html
Reference PDF
https://cran.r-project.org/web/packages/rugarch/rugarch.pdf
Source package
https://cran.r-project.org/src/contrib/rugarch_1.5-5.tar.gz
Archive
https://CRAN.R-project.org/src/contrib/Archive/rugarch
In views
FinanceTimeSeries
Page fields
Author
Alexios Galanos [aut, cre, cph], Tobias Kley [ctb]
CRAN Checks
rugarch results
Citation
rugarch citation info
Copyright
see file COPYRIGHTS
DOI
10.32614/CRAN.package.rugarch
In Views
Finance , TimeSeries
License
GPL-3
LinkingTo
Rcpp (≥ 1.1.1), RcppArmadillo (≥ 0.2.34)
Maintainer
Alexios Galanos <alexios at 4dscape.com>
Materials
README , ChangeLog
NeedsCompilation
yes
Old Sources
rugarch archive
Package Source
rugarch_1.5-5.tar.gz
Published
2026-03-15
Reference Manual
rugarch.html , rugarch.pdf
Reverse Depends
rmgarch
Reverse Imports
ARMALSTM , ConnectednessApproach , dccmidas , fEGarch , harbinger , iClick , portvine , PWEV , qrmtools , quarks , RMOPI , robustGarch , SBAGM , tseriesTARMA , ufRisk , WaveletGARCH
Reverse Suggests
AER , copula , facmodCS , facmodTS , highfrequency , nvmix , RTL , tsDyn , xdcclarge , zenplots
URL
https://github.com/alexiosg/rugarch
Version
1.5-5
Vignettes
Introduction to the rugarch package ( source )
Windows Binaries
r-devel: rugarch_1.5-5.zip , r-release: rugarch_1.5-5.zip , r-oldrel: rugarch_1.5-5.zip
MacOS Binaries
r-release (arm64): rugarch_1.5-5.tgz , r-oldrel (arm64): rugarch_1.5-5.tgz , r-release (x86_64): rugarch_1.5-5.tgz , r-oldrel (x86_64): rugarch_1.5-5.tgz
Version
1.5-5
LinkingTo
Rcpp (≥ 1.1.1), RcppArmadillo (≥ 0.2.34)
RcppRcppArmadillo
Published
2026-03-15
DOI
10.32614/CRAN.package.rugarch
10.32614/CRAN.package.rugarch
Author
Alexios Galanos [aut, cre, cph], Tobias Kley [ctb]
https://orcid.org/0009-0000-9308-0457
Maintainer
Alexios Galanos <alexios at 4dscape.com>
License
GPL-3
GPL-3
Copyright
see file COPYRIGHTS
COPYRIGHTS
URL
https://github.com/alexiosg/rugarch
https://github.com/alexiosg/rugarch
NeedsCompilation
yes
Citation
rugarch citation info
rugarch citation info
Materials
README , ChangeLog
READMEChangeLog
In Views
Finance , TimeSeries
FinanceTimeSeries
CRAN Checks
rugarch results
rugarch results
Reference Manual
rugarch.html , rugarch.pdf
rugarch.htmlrugarch.pdf
Vignettes
Introduction to the rugarch package ( source )
Introduction to the rugarch packagesource
Package Source
rugarch_1.5-5.tar.gz
rugarch_1.5-5.tar.gz
Windows Binaries
r-devel: rugarch_1.5-5.zip , r-release: rugarch_1.5-5.zip , r-oldrel: rugarch_1.5-5.zip
rugarch_1.5-5.ziprugarch_1.5-5.ziprugarch_1.5-5.zip
MacOS Binaries
r-release (arm64): rugarch_1.5-5.tgz , r-oldrel (arm64): rugarch_1.5-5.tgz , r-release (x86_64): rugarch_1.5-5.tgz , r-oldrel (x86_64): rugarch_1.5-5.tgz
rugarch_1.5-5.tgzrugarch_1.5-5.tgzrugarch_1.5-5.tgzrugarch_1.5-5.tgz
Old Sources
rugarch archive
rugarch archive
Reverse Depends
rmgarch
rmgarch
Reverse Imports
ARMALSTM , ConnectednessApproach , dccmidas , fEGarch , harbinger , iClick , portvine , PWEV , qrmtools , quarks , RMOPI , robustGarch , SBAGM , tseriesTARMA , ufRisk , WaveletGARCH
ARMALSTMConnectednessApproachdccmidasfEGarchharbingeriClickportvinePWEVqrmtoolsquarksRMOPIrobustGarchSBAGMtseriesTARMAufRiskWaveletGARCH
Reverse Suggests
AER , copula , facmodCS , facmodTS , highfrequency , nvmix , RTL , tsDyn , xdcclarge , zenplots
AERcopulafacmodCSfacmodTShighfrequencynvmixRTLtsDynxdcclargezenplots
Page sections 4
Documentation
Heading
Documentation
Links
[{"label":"rugarch.html","section":"","type":"","url":"https://cran.r-project.org/web/packages/rugarch/refman/rugarch.html"},{"label":"rugarch.pdf","section":"","type":"","url":"https://cran.r-project.org/web/packages/rugarch/rugarch.pdf"},{"label":"Introduction to the rugarch package","section":"","type":"","url":"https://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.Rnw"}]
Text
Reference manual: rugarch.html , rugarch.pdf Vignettes: Introduction to the rugarch package ( source )
Downloads
Heading
Downloads
Links
[{"label":"rugarch_1.5-5.tar.gz","section":"","type":"","url":"https://cran.r-project.org/src/contrib/rugarch_1.5-5.tar.gz"},{"label":"rugarch_1.5-5.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.7/rugarch_1.5-5.zip"},{"label":"rugarch_1.5-5.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.6/rugarch_1.5-5.zip"},{"label":"rugarch_1.5-5.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.5/rugarch_1.5-5.zip"},{"label":"rugarch_1.5-5.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/sonoma-arm64/contrib/4.6/rugarch_1.5-5.tgz"},{"label":"rugarch_1.5-5.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-arm64/contrib/4.5/rugarch_1.5-5.tgz"},{"label":"rugarch_1.5-5.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.6/rugarch_1.5-5.tgz"},{"label":"rugarch_1.5-5.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.5/rugarch_1.5-5.tgz"},{"label":"rugarch archive","section":"","type":"","url":"https://CRAN.R-project.org/src/contrib/Archive/rugarch"}]
Text
Package source: rugarch_1.5-5.tar.gz Windows binaries: r-devel: rugarch_1.5-5.zip , r-release: rugarch_1.5-5.zip , r-oldrel: rugarch_1.5-5.zip macOS binaries: r-release (arm64): rugarch_1.5-5.tgz , r-oldrel (arm64): rugarch_1.5-5.tgz , r-release (x86_64): rugarch_1.5-5.tgz , r-oldrel (x86_64): rugarch_1.5-5.tgz Old sources: rugarch archive
Reverse dependencies
Heading
Reverse dependencies
Links
[{"label":"rmgarch","section":"","type":"","url":"https://cran.r-project.org/web/packages/rmgarch/index.html"},{"label":"ARMALSTM","section":"","type":"","url":"https://cran.r-project.org/web/packages/ARMALSTM/index.html"},{"label":"ConnectednessApproach","section":"","type":"","url":"https://cran.r-project.org/web/packages/ConnectednessApproach/index.html"},{"label":"dccmidas","section":"","type":"","url":"https://cran.r-project.org/web/packages/dccmidas/index.html"},{"label":"fEGarch","section":"","type":"","url":"https://cran.r-project.org/web/packages/fEGarch/index.html"},{"label":"harbinger","section":"","type":"","url":"https://cran.r-project.org/web/packages/harbinger/index.html"},{"label":"iClick","section":"","type":"","url":"https://cran.r-project.org/web/packages/iClick/index.html"},{"label":"portvine","section":"","type":"","url":"https://cran.r-project.org/web/packages/portvine/index.html"},{"label":"PWEV","section":"","type":"","url":"https://cran.r-project.org/web/packages/PWEV/index.html"},{"label":"qrmtools","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/index.html"},{"label":"quarks","section":"","type":"","url":"https://cran.r-project.org/web/packages/quarks/index.html"},{"label":"RMOPI","section":"","type":"","url":"https://cran.r-project.org/web/packages/RMOPI/index.html"},{"label":"robustGarch","section":"","type":"","url":"https://cran.r-project.org/web/packages/robustGarch/index.html"},{"label":"SBAGM","section":"","type":"","url":"https://cran.r-project.org/web/packages/SBAGM/index.html"},{"label":"tseriesTARMA","section":"","type":"","url":"https://cran.r-project.org/web/packages/tseriesTARMA/index.html"},{"label":"ufRisk","section":"","type":"","url":"https://cran.r-project.org/web/packages/ufRisk/index.html"},{"label":"WaveletGARCH","section":"","type":"","url":"https://cran.r-project.org/web/packages/WaveletGARCH/index.html"},{"label":"AER","section":"","type":"","url":"https://cran.r-project.org/web/packages/AER/index.html"},{"label":"copula","section":"","type":"","url":"https://cran.r-project.org/web/packages/copula/index.html"},{"label":"facmodCS","section":"","type":"","url":"https://cran.r-project.org/web/packages/facmodCS/index.html"}]
Text
Reverse depends: rmgarch Reverse imports: ARMALSTM , ConnectednessApproach , dccmidas , fEGarch , harbinger , iClick , portvine , PWEV , qrmtools , quarks , RMOPI , robustGarch , SBAGM , tseriesTARMA , ufRisk , WaveletGARCH Reverse suggests: AER , copula , facmodCS , facmodTS , highfrequency , nvmix , RTL , tsDyn , xdcclarge , zenplots
Linking
Heading
Linking
Links
[{"label":"https://CRAN.R-project.org/package=rugarch","section":"","type":"","url":"https://CRAN.R-project.org/package=rugarch"}]
Text
Please use the canonical form https://CRAN.R-project.org/package=rugarch to link to this page.
Materials 2
READMEChangeLog
Documentation 4
rugarch.htmlrugarch.pdfIntroduction to the rugarch packagesource
Vignettes 2
Introduction to the rugarch packagesource
Downloads 9
rugarch_1.5-5.tar.gzrugarch_1.5-5.ziprugarch_1.5-5.ziprugarch_1.5-5.ziprugarch_1.5-5.tgzrugarch_1.5-5.tgzrugarch_1.5-5.tgzrugarch_1.5-5.tgzrugarch archive
All page links 72
methodsparallelRsolnpksnumDerivspdxtszoochronSkewHyperbolicRcppgraphicsfracdiffstatsgrDevicesutilsnloptrRcppArmadilloknitrrmarkdown10.32614/CRAN.package.rugarchhttps://orcid.org/0009-0000-9308-0457GPL-3COPYRIGHTShttps://github.com/alexiosg/rugarchrugarch citation infoREADMEChangeLogFinanceTimeSeriesrugarch resultsrugarch.htmlrugarch.pdfIntroduction to the rugarch packagesourcerugarch_1.5-5.tar.gzrugarch_1.5-5.ziprugarch_1.5-5.ziprugarch_1.5-5.ziprugarch_1.5-5.tgzrugarch_1.5-5.tgzrugarch_1.5-5.tgzrugarch_1.5-5.tgzrugarch archivermgarchARMALSTMConnectednessApproachdccmidasfEGarchharbingeriClickportvinePWEVqrmtoolsquarksRMOPIrobustGarchSBAGMtseriesTARMAufRiskWaveletGARCHAERcopulafacmodCSfacmodTShighfrequencynvmixRTLtsDynxdcclargezenplotshttps://CRAN.R-project.org/package=rugarch

버전 이력

RepositoryVersionPublishedFirst seenLast seenDocs
CRAN1.5-42025-06-212026-05-312026-05-31
CRAN1.5-32024-09-222026-05-312026-05-31
CRAN1.5-22024-08-192026-05-312026-05-31
CRAN1.5-12023-09-202026-05-312026-05-31
CRAN1.4-92022-10-272026-05-312026-05-31
CRAN1.4-82022-04-192026-05-312026-05-31
CRAN1.4-72022-02-022026-05-312026-05-31
CRAN1.4-62022-01-182026-05-312026-05-31
CRAN1.4-42020-07-162026-05-312026-05-31
CRAN1.4-22020-02-082026-05-312026-05-31
CRAN1.4-12019-01-162026-05-312026-05-31
CRAN1.4-02018-02-052026-05-312026-05-31
CRAN1.3-82017-10-092026-05-312026-05-31
CRAN1.3-62015-08-162026-05-312026-05-31
CRAN1.3-42014-11-092026-05-312026-05-31
CRAN1.3-32014-05-262026-05-312026-05-31
CRAN1.3-12014-01-242026-05-312026-05-31
CRAN1.2-92013-12-142026-05-312026-05-31
CRAN1.2-72013-07-082026-05-312026-05-31
CRAN1.2-62013-07-042026-05-312026-05-31
CRAN1.2-22013-04-072026-05-312026-05-31
CRAN1.022013-04-042026-05-312026-05-31
CRAN1.0-162013-01-132026-05-312026-05-31
CRAN1.0-142012-12-192026-05-312026-05-31
CRAN1.0-122012-10-292026-05-312026-05-31
CRAN1.0-112012-08-232026-05-312026-05-31
CRAN1.0-102012-07-082026-05-312026-05-31
CRAN1.0-92012-05-262026-05-312026-05-31
CRAN1.0-82012-03-012026-05-312026-05-31
CRAN1.0-72011-12-242026-05-312026-05-31
CRAN1.0-52011-10-172026-05-312026-05-31
CRAN1.0-42011-10-142026-05-312026-05-31
CRAN1.0-32011-10-022026-05-312026-05-31
CRAN1.0-22011-09-222026-05-312026-05-31
CRAN1.0-12011-09-102026-05-312026-05-31
CRAN1.02011-09-042026-05-312026-05-31
CRAN1.5-52026-06-012026-06-04

보안

표시할 OSV 데이터가 없습니다.

문헌 신호

표시할 OpenAlex 데이터가 없습니다.

CRAN Task Views

Empirical Finance · 2026-06-04Time Series Analysis · 2026-06-04