Routines for estimation, simulation, regularization and prediction of univariate dynamic models including: ARMA, ARMA-GARCH, ACD, MEM.
| Version: | 0.1.3 |
| Depends: | R (≥ 2.5) |
| Published: | 2008-05-26 |
| Author: | Christian T. Brownlees |
| Maintainer: | Christian T. Brownlees <ctb at ds.unifi.it> |
| License: | GPL (≥ 3) |
| SystemRequirements: | Gnu Scientific Library version >= 1.5 |
| In views: | Finance |
| CRAN checks: | dynamo results |
| Package source: | dynamo_0.1.3.tar.gz |
| MacOS X binary: | dynamo_0.1.3.tgz |
| Windows binary: | dynamo_0.1.3.zip |
| Reference manual: | dynamo.pdf |
| Old sources: | dynamo archive |