garchmodels

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A parsnip backend for GARCH models in the tidymodels framework.

Tutorials

Installation

CRAN version:

install.packages("garchmodels")

Development version:

# install.packages("devtools")
devtools::install_github("AlbertoAlmuinha/garchmodels")

Why Garchmodels?

Garchmodels unlocks univariate and multivariate GARCH models in one framework.

In a single framework you will be able to find what you need: