Package: RM2006 0.1.1

RM2006: RiskMetrics 2006 Methodology

Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.

Authors:Carlos Trucios

RM2006_0.1.1.tar.gz
RM2006_0.1.1.zip(r-4.7)RM2006_0.1.1.zip(r-4.6)RM2006_0.1.1.zip(r-4.5)
RM2006_0.1.1.tgz(r-4.6-any)RM2006_0.1.1.tgz(r-4.5-any)
RM2006_0.1.1.tar.gz(r-4.7-any)RM2006_0.1.1.tar.gz(r-4.6-any)
RM2006_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RM2006/json (API)

# Install 'RM2006' in R:
install.packages('RM2006', repos = c('https://ctruciosm.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/ctruciosm/rm2006/issues

On CRAN:

Conda:

2.00 score 1 scripts 232 downloads 1 exports 0 dependencies

Last updated from:c9138989f7. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK94
source / vignettesOK141
linux-release-x86_64OK95
macos-release-arm64OK144
macos-oldrel-arm64OK152
windows-develOK76
windows-releaseOK69
windows-oldrelOK64
wasm-releaseOK81

Exports:RM2006

Dependencies: