rugarch

R 패키지 메타데이터와 수집 신호를 모아 봅니다.

Packages / CRAN / rugarch

rugarch

v1.5-5

rugarch

Repository CRANLicense GPL-3Lifecycle activeNeeds compilation yes

Package page Reference Source DOI README

DOI

10.32614/CRAN.package.rugarch

Task views

Empirical Finance, Time Series Analysis

Reverse imports

642

Reverse depends

Core Signals

첫 화면에서 판단해야 할 수집 신호를 먼저 배치합니다.

Task views

Empirical Finance, Time Series Analysis

Reverse imports

642

Reverse depends

Supported Backends

DESCRIPTION에서 감지한 backend 관련 package입니다.

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

Reverse imports

642

Last observed

2026-05-30

CRAN: cran.r-project.org/package=rugarch

Build fields

LinkingTo

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

수집 소스별 패키지 정보

1개 소스

CRAN

1.5-5

2026-05-30

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

Reverse imports

642

Lifecycle

active

Last observed

2026-05-30 10:45:11

이 패키지가 의존하는 패키지

5개 표시전체 21개

Package	Type	Spec
methods CRAN · 1.5-5 · 2026-05-30	Depends	methods
parallel CRAN · 1.5-5 · 2026-05-30	Depends	parallel
chron CRAN · 1.5-5 · 2026-05-30	Imports	chron
fracdiff CRAN · 1.5-5 · 2026-05-30	Imports	fracdiff
graphics CRAN · 1.5-5 · 2026-05-30	Imports	graphics
grDevices CRAN · 1.5-5 · 2026-05-30	Imports	grDevices
ks CRAN · 1.5-5 · 2026-05-30	Imports	ks
nloptr CRAN · 1.5-5 · 2026-05-30	Imports	nloptr
numDeriv CRAN · 1.5-5 · 2026-05-30	Imports	numDeriv
Rcpp CRAN · 1.5-5 · 2026-05-30	Imports	Rcpp
Rsolnp CRAN · 1.5-5 · 2026-05-30	Imports	Rsolnp
SkewHyperbolic CRAN · 1.5-5 · 2026-05-30	Imports	SkewHyperbolic
spd CRAN · 1.5-5 · 2026-05-30	Imports	spd
stats CRAN · 1.5-5 · 2026-05-30	Imports	stats
utils CRAN · 1.5-5 · 2026-05-30	Imports	utils
xts CRAN · 1.5-5 · 2026-05-30	Imports	xts
zoo CRAN · 1.5-5 · 2026-05-30	Imports	zoo
Rcpp CRAN · 1.5-5 · 2026-05-30	LinkingTo	Rcpp (>= 1.1.1)
RcppArmadillo CRAN · 1.5-5 · 2026-05-30	LinkingTo	RcppArmadillo (>= 0.2.34)
knitr CRAN · 1.5-5 · 2026-05-30	Suggests	knitr
rmarkdown CRAN · 1.5-5 · 2026-05-30	Suggests	rmarkdown
검색 결과가 없습니다.

1 / 5

이 패키지를 쓰는 패키지

5개 표시전체 27개

Package	Type	Spec
rmgarch 1.4-2 CRAN · 2026-05-30	Depends	rugarch (>= 1.4-7)
ARMALSTM 0.1.0 CRAN · 2026-05-30	Imports	rugarch
ConnectednessApproach 1.0.4 CRAN · 2026-05-30	Imports	rugarch
dccmidas 0.1.2 CRAN · 2026-05-30	Imports	rugarch (>= 1.4-4)
fEGarch 1.0.6 CRAN · 2026-05-30	Imports	rugarch
harbinger 2.0.757 CRAN · 2026-05-30	Imports	rugarch
iClick 1.6.1 CRAN · 2026-05-30	Imports	rugarch
portvine 1.0.3 CRAN · 2026-05-30	Imports	rugarch
PWEV 0.1.0 CRAN · 2026-05-30	Imports	rugarch
qrmtools 0.0-19 CRAN · 2026-05-30	Imports	rugarch
quarks 1.1.6 CRAN · 2026-05-30	Imports	rugarch
RMOPI 1.1 CRAN · 2026-05-30	Imports	rugarch
robustGarch 0.4.2 CRAN · 2026-05-30	Imports	rugarch
SBAGM 0.1.0 CRAN · 2026-05-30	Imports	rugarch
tseriesTARMA 0.5-2 CRAN · 2026-05-30	Imports	rugarch
ufRisk 1.0.7 CRAN · 2026-05-30	Imports	rugarch
WaveletGARCH 0.1.1 CRAN · 2026-05-30	Imports	rugarch
AER 1.2-16 CRAN · 2026-05-30	Suggests	rugarch
copula 1.1-7 CRAN · 2026-05-30	Suggests	rugarch
facmodCS 1.0 CRAN · 2026-05-30	Suggests	rugarch
facmodTS 1.0 CRAN · 2026-05-30	Suggests	rugarch
highfrequency 1.0.3 CRAN · 2026-05-30	Suggests	rugarch
nvmix 0.1-2 CRAN · 2026-05-30	Suggests	rugarch
RTL 1.3.9 CRAN · 2026-05-30	Suggests	rugarch
tsDyn 11.0.5.2 CRAN · 2026-05-30	Suggests	rugarch
xdcclarge 0.1.0 CRAN · 2026-05-30	Suggests	rugarch(>= 1.0.0)
zenplots 1.0.7 CRAN · 2026-05-30	Suggests	rugarch
검색 결과가 없습니다.

1 / 6

Reverse dependency summary

3 types

Type	Packages
Depends	1
Imports	16
Suggests	10

패키지 페이지

Reverse depends

Reverse imports

Reverse suggests

All links

Repository: CRAN
Version: 1.5-5
Collected: 2026-05-17 11:22:41
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)

Rcpp RcppArmadillo

Published

2026-03-15

DOI

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

see file COPYRIGHTS

COPYRIGHTS

URL

https://github.com/alexiosg/rugarch

NeedsCompilation

yes

Citation

rugarch citation info

Materials

README , ChangeLog

README ChangeLog

In Views

Finance , TimeSeries

Finance TimeSeries

CRAN Checks

rugarch results

Reference Manual

rugarch.html , rugarch.pdf

rugarch.html rugarch.pdf

Vignettes

Introduction to the rugarch package ( source )

Introduction to the rugarch package source

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

rugarch_1.5-5.zip rugarch_1.5-5.zip 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

rugarch_1.5-5.tgz rugarch_1.5-5.tgz rugarch_1.5-5.tgz rugarch_1.5-5.tgz

Old Sources

rugarch archive

Reverse Depends

rmgarch

Reverse Imports

ARMALSTM , ConnectednessApproach , dccmidas , fEGarch , harbinger , iClick , portvine , PWEV , qrmtools , quarks , RMOPI , robustGarch , SBAGM , tseriesTARMA , ufRisk , WaveletGARCH

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

AER copula facmodCS facmodTS highfrequency nvmix RTL tsDyn xdcclarge zenplots

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

README ChangeLog

Documentation 4

rugarch.html rugarch.pdf Introduction to the rugarch package source

Vignettes 2

Introduction to the rugarch package source

Downloads 9

rugarch_1.5-5.tar.gz rugarch_1.5-5.zip rugarch_1.5-5.zip rugarch_1.5-5.zip rugarch_1.5-5.tgz rugarch_1.5-5.tgz rugarch_1.5-5.tgz rugarch_1.5-5.tgz rugarch archive

All page links 72

버전 이력

Repository	Version	Published	First seen	Last seen	Docs
CRAN	1.5-5		2026-05-29	2026-05-30

보안

표시할 OSV 데이터가 없습니다.

문헌 신호

표시할 OpenAlex 데이터가 없습니다.

CRAN Task Views

Empirical Finance · 2026-05-30 Time Series Analysis · 2026-05-30