[R] Newbie problem with ox package
james.lindsey at luc.ac.be
Wed Apr 17 18:20:44 CEST 2002
> I need urgently garch and egarch models. After looking through the R mail
> archives I found http://www.egss.ulg.ac.be/garch/default.htm which is an Ox
That is a package for Ox by a colleague of mine here in Liege.
The gar function in my repeated library does the standard Engle arch
models, for normal and a selection of other distributions. Nothing
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