Package: spGARCH
Type: Package
Title: Spatial ARCH and GARCH Models (spGARCH)
Version: 0.2.3
Authors@R: person("Philipp", "Otto", role = c("cre", "aut"), email = "philipp.otto89@gmail.com", comment = c(ORCID = "https://orcid.org/0000-0002-9796-6682"))
Maintainer: Philipp Otto <philipp.otto89@gmail.com>
Contact: <philipp.otto89@gmail.com>
Description: A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) <doi:10.1016/j.spasta.2018.07.005>: simulation of spatial ARCH-type processes (spARCH, log/exponential-spARCH, complex-spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.
License: GPL
Encoding: UTF-8
Depends: R (>= 3.1.0)
Imports: Rcpp (>= 0.12.4), stats, truncnorm, Rsolnp, spdep, Matrix,
        nleqslv, methods, crayon
LinkingTo: Rcpp, RcppEigen, Matrix
NeedsCompilation: yes
Packaged: 2025-04-09 08:52:29 UTC; philippotto
Author: Philipp Otto [cre, aut] (<https://orcid.org/0000-0002-9796-6682>)
Repository: CRAN
Date/Publication: 2025-04-09 11:40:01 UTC
Built: R 4.6.0; aarch64-apple-darwin20; 2025-07-18 06:53:27 UTC; unix
Archs: spGARCH.so.dSYM
