angles | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
angles-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
BVDW | Dow Jones Industrial Average and Nasdaq stock indices |
BVDWAIR | Stock prices transportation sector, oil and kerosene prices |
BVDWSTOXX | Sector indices of the EURO STOXX 600 |
ccor | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
ccor-method | Class "GoGARCH": Estimated GO-GARCH Models |
ccor-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
ccor-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
ccor-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
ccor-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
ccor-method | Class "Gopredict": Prediction of GO-GARCH Models |
ccov | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
ccov-method | Class "GoGARCH": Estimated GO-GARCH Models |
ccov-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
ccov-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
ccov-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
ccov-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
ccov-method | Class "Gopredict": Prediction of GO-GARCH Models |
coef-method | Class "GoGARCH": Estimated GO-GARCH Models |
coef-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
coef-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
coef-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
coef-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
converged | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
converged-method | Class "GoGARCH": Estimated GO-GARCH Models |
converged-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
converged-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
converged-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
converged-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
cora | Autocorrelations of a Matrix Process |
cvar | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
cvar-method | Class "GoGARCH": Estimated GO-GARCH Models |
cvar-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
cvar-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
cvar-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
cvar-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
cvar-method | Class "Gopredict": Prediction of GO-GARCH Models |
formula-method | Class "GoGARCH": Estimated GO-GARCH Models |
formula-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
formula-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
formula-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
formula-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
goest | Methods for Function goest |
goest-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
goest-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
goest-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
goest-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
goest-methods | Methods for Function goest |
Goestica-class | Class "Goestica": GO-GARCH models estimated by fast ICA |
Goestml-class | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
Goestmm-class | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
Goestnls-class | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
gogarch | Specification and estimation of GO-GARCH models |
GoGARCH-class | Class "GoGARCH": Estimated GO-GARCH Models |
goinit | Constructor function for objects of class "Goinit" |
Goinit-class | Class "Goinit": Initialisation of GO-GARCH models |
gollh | Log-Likelihood function of GO-GARCH models |
gonls | Non-linear least-squares estimation of matrix B |
Gopredict-class | Class "Gopredict": Prediction of GO-GARCH Models |
Gosum-class | Class "Gosum": Summary object of GO-GARCH model |
gotheta | Creates an object of class GoGARCH based on Euler angles |
logLik | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
logLik-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
M | Class "Orthom": Orthogonal matrices |
M-method | Class "Orthom": Orthogonal matrices |
Orthom-class | Class "Orthom": Orthogonal matrices |
plot-method | Class "GoGARCH": Estimated GO-GARCH Models |
plot-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
plot-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
plot-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
plot-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
predict-method | Class "GoGARCH": Estimated GO-GARCH Models |
predict-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
predict-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
predict-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
predict-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
print-method | Class "Orthom": Orthogonal matrices |
Rd2 | Rotation matrix, 2-dimensional |
resid-method | Class "GoGARCH": Estimated GO-GARCH Models |
resid-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
resid-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
resid-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
resid-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
residuals-method | Class "GoGARCH": Estimated GO-GARCH Models |
residuals-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
residuals-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
residuals-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
residuals-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
show-method | Class "GoGARCH": Estimated GO-GARCH Models |
show-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
show-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
show-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
show-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
show-method | Class "Goinit": Initialisation of GO-GARCH models |
show-method | Class "Gopredict": Prediction of GO-GARCH Models |
show-method | Class "Gosum": Summary object of GO-GARCH model |
show-method | Class "Orthom": Orthogonal matrices |
summary-method | Class "GoGARCH": Estimated GO-GARCH Models |
summary-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
summary-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
summary-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
summary-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
t-method | Class "Orthom": Orthogonal matrices |
Umatch | Matching of Orthogonal Matrices for Cayley transforms |
unvech | Returns a symmetric matrix from a vector |
update-method | Class "GoGARCH": Estimated GO-GARCH Models |
update-method | Class "Goestica": GO-GARCH models estimated by fast ICA |
update-method | Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood |
update-method | Class "Goestmm": Go-GARCH models estimated by Methods of Moments |
update-method | Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares |
UprodR | Creation of an orthogonal matrix |
validGoinitObject | Validation function for objects of class Goinit |
validOrthomObject | Validation function for objects of class Orthom |
VDW | Dow Jones Industrial Average and Nasdaq stock indices |