{ "_id": "6a43da438696d7565c16700e", "Package": "garchx", "Type": "Package", "Title": "Flexible and Robust GARCH-X Modelling", "Version": "1.8", "Date": "2026-06-30", "Authors@R": "person(given = \"Genaro\", family = \"Sucarrat\", role = c(\"aut\", \"cre\"), email = \"gsucarrat@gmail.com\", comment = c(ORCID = \"0000-0002-8433-837X\"))", "Author": "Genaro Sucarrat [aut, cre]\n()", "Maintainer": "Genaro Sucarrat ", "Description": "Flexible and robust estimation and inference of\nGeneralised Autoregressive Conditional Heteroscedasticity\n(GARCH) models with covariates ('X') based on the results by\nFrancq and Thieu (2019) .\nCoefficients can straightforwardly be set to zero by omission,\nand quasi maximum likelihood methods ensure estimates are\ngenerally consistent and inference valid, even when the\nstandardised innovations are non-normal and/or dependent over\ntime. See Sucarrat (2021) for an\noverview of the package.", "License": "GPL (>= 2)", "BugReports": "https://github.com/gsucarrat/garchx/issues", "URL": "https://www.sucarrat.net/", "Repository": "https://gsucarrat.r-universe.dev", "Date/Publication": "2026-06-30 14:28:55 UTC", "RemoteUrl": "https://github.com/gsucarrat/garchx", "RemoteRef": "HEAD", "RemoteSha": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "RemoteSubdir": "garchx", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-30 14:55:36 UTC", "User": "root" }, "MD5sum": "7c320f65db451f5f312f7c756c534fc8", "_user": "gsucarrat", "_type": "src", "_file": "garchx_1.8.tar.gz", "_fileid": "699af1583770d52967dc3a695505903aa9a489a1fd37b1e7bbc015f6e704e21d", "_filesize": 557880, "_sha256": "699af1583770d52967dc3a695505903aa9a489a1fd37b1e7bbc015f6e704e21d", "_created": "2026-06-30T14:55:36.000Z", "_published": "2026-06-30T15:01:23.027Z", "_distro": "resolute", "_jobs": [ { "job": 84323060258, "time": 157, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7984542181" }, { "job": 84323060216, "time": 114, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7984519323" }, { "job": 84323060287, "time": 115, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "7984522054" }, { "job": 84323060327, "time": 111, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "7984517608" }, { "job": 84323060274, "time": 113, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7984563985" }, { "job": 84323060492, "time": 172, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7984606557" }, { "job": 84323060227, "time": 119, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "7984560977" }, { "job": 84323060289, "time": 254, "config": "macos-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "7984601746" }, { "job": 84322290115, "time": 182, "config": "source", "r": "4.6.1", "check": "ERROR", "artifact": "7984462562" }, { "job": 84323060171, "time": 92, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7984508572" }, { "job": 84323060257, "time": 89, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7984507731" }, { "job": 84323060277, "time": 70, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7984497789" }, { "job": 84323060205, "time": 80, "config": "windows-release", "r": "4.6.1", "check": "OK", "artifact": "7984503199" } ], "_buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467", "_status": "failure", "_host": "GitHub-Actions", "_upstream": "https://github.com/gsucarrat/garchx", "_commit": { "id": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "author": "Genaro Sucarrat <31441084+gsucarrat@users.noreply.github.com>", "committer": "Genaro Sucarrat <31441084+gsucarrat@users.noreply.github.com>", "message": "Update\n", "time": 1782829735 }, "_maintainer": { "name": "Genaro Sucarrat", "email": "gsucarrat@gmail.com", "login": "gsucarrat", "description": "", "uuid": 31441084, "orcid": "0000-0002-8433-837X" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.4.0", "role": "Depends" }, { "package": "methods", "role": "Depends" }, { "package": "zoo", "role": "Depends" }, { "package": "tvgarch", "role": "Suggests" }, { "package": "lgarch", "role": "Suggests" } ], "_owner": "gsucarrat", "_selfowned": true, "_usedby": 1, "_updates": [ { "week": "2025-28", "n": 1 }, { "week": "2025-29", "n": 1 }, { "week": "2025-31", "n": 1 }, { "week": "2026-27", "n": 2 } ], "_tags": [], "_stars": 3, "_contributors": [ { "user": "gsucarrat", "count": 41, "uuid": 31441084 } ], "_userbio": { "uuid": 31441084, "type": "user", "name": "Genaro Sucarrat", "followers": 11 }, "_downloads": { "count": 344, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/garchx" }, "_devurl": "https://github.com/gsucarrat/garchx", "_searchresults": 11, "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/garchx.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/gsucarrat/garchx", "_realowner": "gsucarrat", "_cranurl": true, "_releases": [ { "version": "1.0", "date": "2020-04-08" }, { "version": "1.1", "date": "2020-05-10" }, { "version": "1.2", "date": "2021-01-23" }, { "version": "1.3", "date": "2021-07-15" }, { "version": "1.5", "date": "2022-09-13" }, { "version": "1.6", "date": "2025-07-09" }, { "version": "1.7", "date": "2026-06-30" } ], "_exports": [ "coef.garchx", "confint.garchx", "fitted.garchx", "garchx", "garchxAvar", "garchxObjective", "garchxRecursion", "garchxSim", "gdiff", "glag", "logLik.garchx", "nobs.garchx", "predict.garchx", "print.garchx", "quantile.garchx", "refit", "refit.garchx", "residuals.garchx", "rmnorm", "toLatex.garchx", "ttest0", "vcov.garchx", "waldtest0" ], "_help": [ { "page": "garchx-package", "title": "Flexible and Robust GARCH-X Modelling", "topics": [ "garchx-package" ] }, { "page": "coef.garchx", "title": "Extraction functions for 'garchx' objects", "topics": [ "coef.garchx", "confint.garchx", "fitted.garchx", "logLik.garchx", "nobs.garchx", "predict.garchx", "print.garchx", "quantile.garchx", "residuals.garchx", "toLatex.garchx", "vcov.garchx" ] }, { "page": "garchx", "title": "Estimate a GARCH-X model", "topics": [ "garchx" ] }, { "page": "garchxAvar", "title": "Asymptotic Coefficient Covariance", "topics": [ "garchxAvar" ] }, { "page": "garchxObjective", "title": "Auxiliary functions", "topics": [ "garchxObjective", "garchxRecursion" ] }, { "page": "garchxSim", "title": "Simulate from a GARCH-X model", "topics": [ "garchxSim" ] }, { "page": "gdiff", "title": "Difference a vector or a matrix, with special treatment of 'zoo' objects", "topics": [ "gdiff" ] }, { "page": "glag", "title": "Lag a vector or a matrix, with special treatment of 'zoo' objects", "topics": [ "glag" ] }, { "page": "refit", "title": "Refit a model to new data", "topics": [ "refit", "refit.garchx" ] }, { "page": "rmnorm", "title": "Random number generation from the multivariate normal distribution", "topics": [ "rmnorm" ] }, { "page": "ttest0", "title": "T-tests and Wald-tests under nullity", "topics": [ "ttest0", "waldtest0" ] } ], "_readme": "https://github.com/gsucarrat/garchx/raw/HEAD/README.md", "_rundeps": [ "lattice", "zoo" ], "_vignettes": [ { "source": "introduction.Rnw", "filename": "introduction.pdf", "title": "garchx: Flexible and Robust GARCH-X Modelling", "engine": "utils::Sweave", "headings": [ "Introduction", "The garchx package", "Checking the large sample properties", "Comparison of speed", "Conclusions", "Appendix: Estimation of the dependence robust coefficient-covariance" ], "created": "2026-06-30 14:28:55", "modified": "2026-06-30 14:28:55", "commits": 1 } ], "_score": 5.296665190261531, "_indexed": true, "_nocasepkg": "garchx", "_universes": [ "gsucarrat" ], "_previous": "1.6", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.8", "date": "2026-06-30T14:58:25.000Z", "distro": "resolute", "arch": "aarch64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "a71d4ecf913da0ccb8d7dca6325068c4a6319eaab3c5a4908c9075b68adf25ab", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.7.0", "os": "linux", "version": "1.8", "date": "2026-06-30T14:57:34.000Z", "distro": "resolute", "arch": "x86_64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "867ba5aba8ffb114b6dedebb3ca041c75144d74a40f05b24fc3a3bf63b798a3f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.6.1", "os": "linux", "version": "1.8", "date": "2026-06-30T14:57:44.000Z", "distro": "resolute", "arch": "aarch64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "be9eff2b23a234f6f67af45bf8ebb816935fd670bdfbf37746be19baf275b65f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.6.1", "os": "linux", "version": "1.8", "date": "2026-06-30T14:57:30.000Z", "distro": "resolute", "arch": "x86_64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "365664162f04ee6db1c21c2662929125b05e3e7214595460b07a27cc3013edca", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.5.3", "os": "mac", "version": "1.8", "date": "2026-06-30T14:59:05.000Z", "arch": "aarch64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "a829fd81719b7b677ffcc773bd475b933f62794740b39bb9694f3d835a9ebd89", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.5.3", "os": "mac", "version": "1.8", "date": "2026-06-30T15:00:23.000Z", "arch": "x86_64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "6bb85479addc757a1852b005ae0c7786a3e1a01d2f80387058cc1a1436b0e436", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.6.1", "os": "mac", "version": "1.8", "date": "2026-06-30T14:58:55.000Z", "arch": "aarch64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "f1cea1e9156455a78e221c53ae9718abc67b0b8e5745039039cc4529ac087744", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.6.1", "os": "mac", "version": "1.8", "date": "2026-06-30T15:00:04.000Z", "arch": "x86_64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "32292a28e37387f23e0a3e6ffc5136c23afb59e466ba734f88152eec171849ff", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.6.0", "os": "wasm", "version": "1.8", "date": "2026-06-30T14:57:25.000Z", "arch": "emscripten", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "27a44c3eada6deb20470e1df4f25877511078d77d887bd2a6d71c68b85105a6e", "status": "success", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.7.0", "os": "win", "version": "1.8", "date": "2026-06-30T14:57:03.000Z", "arch": "x86_64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "05a132e8a0f1590a7f129a862515a6f29b887f8cfd906db0cb945fe122751a12", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.5.3", "os": "win", "version": "1.8", "date": "2026-06-30T14:56:42.000Z", "arch": "x86_64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "f8074d7caeeab3400638abd7f619fa759ae1f718d3445452ee96fad2e42d9ba6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" }, { "r": "4.6.1", "os": "win", "version": "1.8", "date": "2026-06-30T14:56:52.000Z", "arch": "x86_64", "commit": "4c74b1393b18f05e8347ef367f296d2160a7f28a", "fileid": "665cbd27028d435cab60c0133901be290a20174abab0193eef0fef69d98f12a1", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/gsucarrat/actions/runs/28453593467" } ] }