Generalized Orthogonal GARCH (GO-GARCH) Models

---

Documentation for package ‘gogarch’ version 0.7-5

• DESCRIPTION file.

Help Pages

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

-- F --

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

-- G --

goest	Methods for Function goest
goest-method	Class "Goestica": GO-GARCH models estimated by fast ICA
goest-method	Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
goest-method	Class "Goestmm": Go-GARCH models estimated by Methods of Moments
goest-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-method	Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood

-- M --

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

-- O --

Orthom-class

Class "Orthom": Orthogonal matrices

-- P --

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

-- R --

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

-- S --

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

-- T --

t-method

Class "Orthom": Orthogonal matrices

-- U --

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