Generalized Orthogonal GARCH (GO-GARCH) models

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Documentation for package ‘gogarch’ version 0.6-8

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A B C F G L M O P R S T U V

-- A --

angles Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
angles,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood

-- B --

BVDW Dow Jones Industrial Average and Nasdaq stock indices
BVDWAIR Stock prices transportation sector, oil and kerosene prices
BVDWSTOXX Sector indices of the EURO STOXX 600

-- C --

ccor Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
ccor,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
ccor,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
ccor,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
ccor,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
ccor,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
ccor,Gopredict-method Class "Gopredict": Prediction of GO-GARCH Models
ccov Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
ccov,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
ccov,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
ccov,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
ccov,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
ccov,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
ccov,Gopredict-method Class "Gopredict": Prediction of GO-GARCH Models
coef,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
coef,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
coef,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
coef,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
coef,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
converged Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
converged,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
converged,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
converged,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
converged,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
converged,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
cora Autocorrelations of a Matrix Process
cvar Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
cvar,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
cvar,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
cvar,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
cvar,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
cvar,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
cvar,Gopredict-method Class "Gopredict": Prediction of GO-GARCH Models

-- F --

formula,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
formula,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
formula,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
formula,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
formula,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models

-- G --

goest Methods for Function goest
goest,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
goest,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
goest,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
goest,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
goest-methods Methods for Function goest
Goestica-class Class "Goestica": GO-GARCH models estimated by fast ICA
Goestml-class Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
Goestmm-class Class "Goestmm": Go-GARCH models estimated by Methods of Moments
Goestnls-class Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
gogarch Specification and estimation of GO-GARCH models
GoGARCH-class Class "GoGARCH": Estimated GO-GARCH Models
goinit Constructor function for objects of class "Goinit"
Goinit-class Class "Goinit": Initialisation of GO-GARCH models
gollh Log-Likelihood function of GO-GARCH models
gonls Non-linear least-squares estimation of matrix B
Gopredict-class Class "Gopredict": Prediction of GO-GARCH Models
Gosum-class Class "Gosum": Summary object of GO-GARCH model
gotheta Creates an object of class GoGARCH based on Euler angles

-- L --

logLik Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
logLik,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood

-- M --

M Class "Orthom": Orthogonal matrices
M,Orthom-method Class "Orthom": Orthogonal matrices

-- O --

Orthom-class Class "Orthom": Orthogonal matrices

-- P --

plot,Goestica,missing-method Class "Goestica": GO-GARCH models estimated by fast ICA
plot,Goestml,missing-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
plot,Goestmm,missing-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
plot,Goestnls,missing-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
plot,GoGARCH,missing-method Class "GoGARCH": Estimated GO-GARCH Models
predict,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
predict,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
predict,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
predict,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
predict,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
print,Orthom-method Class "Orthom": Orthogonal matrices

-- R --

Rd2 Rotation matrix, 2-dimensional
resid,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
resid,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
resid,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
resid,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
resid,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
residuals,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
residuals,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
residuals,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
residuals,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
residuals,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models

-- S --

show,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
show,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
show,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
show,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
show,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
show,Goinit-method Class "Goinit": Initialisation of GO-GARCH models
show,Gopredict-method Class "Gopredict": Prediction of GO-GARCH Models
show,Gosum-method Class "Gosum": Summary object of GO-GARCH model
show,Orthom-method Class "Orthom": Orthogonal matrices
summary,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
summary,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
summary,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
summary,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
summary,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models

-- T --

t,Orthom-method Class "Orthom": Orthogonal matrices

-- U --

Umatch Matching of Orthogonal Matrices for Cayley transforms
unvech Returns a symmetric matrix from a vector
update,Goestica-method Class "Goestica": GO-GARCH models estimated by fast ICA
update,Goestml-method Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
update,Goestmm-method Class "Goestmm": Go-GARCH models estimated by Methods of Moments
update,Goestnls-method Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
update,GoGARCH-method Class "GoGARCH": Estimated GO-GARCH Models
UprodR Creation of an orthogonal matrix

-- V --

validGoinitObject Validation function for objects of class Goinit
validOrthomObject Validation function for objects of class Orthom
VDW Dow Jones Industrial Average and Nasdaq stock indices