Package: GEVStableGarch
Type: Package
Title: ARMA-GARCH/APARCH Models with GEV and Stable Distributions
Version: 1.1
Date: 2015-08-19
Authors@R: c( person( "Thiago", "Sousa", role = c("aut", "cre"), email = "thiagoestatistico@gmail.com"), person( "Cira", "Otiniano", role = c("ctb"), email = "cira@unb.br"), person( "Silvia", "Lopes", role = c("ctb"), email = "silviarc.lopes@gmail.com"), person( "Diethelm", "Wuertz", role = c("ctb","cph"), email = "wuertz@itp.phys.ethz.ch"))
Description: Package for simulation and estimation of ARMA-GARCH/APARCH models with GEV and stable distributions.
License: GPL (>= 2)
Depends: R(>= 2.15.0),Rsolnp,methods,skewt
Imports: fGarch,fExtremes,stabledist,timeDate,timeSeries
Enhances: stable
Note: Package stable is available at http://www.robustanalysis.com
LazyData: yes
NeedsCompilation: no
Packaged: 2015-08-20 01:18:22 UTC; thiago
Author: Thiago Sousa [aut, cre],
  Cira Otiniano [ctb],
  Silvia Lopes [ctb],
  Diethelm Wuertz [ctb, cph]
Maintainer: Thiago Sousa <thiagoestatistico@gmail.com>
Repository: CRAN
Date/Publication: 2015-08-20 10:39:40
