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]
        (<https://orcid.org/0000-0002-8433-837X>)
Maintainer: Genaro Sucarrat <gsucarrat@gmail.com>
Description: Flexible and robust estimation and inference of
        Generalised Autoregressive Conditional Heteroscedasticity
        (GARCH) models with covariates ('X') based on the results by
        Francq and Thieu (2019) <doi:10.1017/S0266466617000512>.
        Coefficients can straightforwardly be set to zero by omission,
        and quasi maximum likelihood methods ensure estimates are
        generally consistent and inference valid, even when the
        standardised innovations are non-normal and/or dependent over
        time. See Sucarrat (2021) <doi:10.32614/RJ-2021-057> for an
        overview of the package.
License: GPL (>= 2)
Depends: R (>= 3.4.0), methods, zoo
Suggests: tvgarch, lgarch
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: 2026-06-30 14:55:36 UTC; root