R: Flexible and Robust GARCH-X Modelling

# Flexible and Robust GARCH-X Modelling

## Documentation for package ‘garchx’ version 1.5

- DESCRIPTION file.
- Package NEWS.

## Help Pages

garchx-package | Flexible and Robust GARCH-X Modelling
coef.garchx | Extraction functions for 'garchx' objects
fitted.garchx | Extraction functions for 'garchx' objects
garchx | Estimate a GARCH-X model
garchxAvar | Asymptotic Coefficient Covariance
garchxObjective | Auxiliary functions
garchxRecursion | Auxiliary functions
garchxSim | Simulate from a GARCH-X model
gdiff | Difference a vector or a matrix, with special treatment of zoo objects
glag | Lag a vector or a matrix, with special treatment of 'zoo' objects
logLik.garchx | Extraction functions for 'garchx' objects
nobs.garchx | Extraction functions for 'garchx' objects
predict.garchx | Extraction functions for 'garchx' objects
print.garchx | Extraction functions for 'garchx' objects
quantile.garchx | Extraction functions for 'garchx' objects
refit | Refit a model to new data
refit.garchx | Refit a model to new data
residuals.garchx | Extraction functions for 'garchx' objects
rmnorm | Random number generation from the multivariate normal distribution
toLatex.garchx | Extraction functions for 'garchx' objects
ttest0 | T-tests and Wald-tests under nullity
vcov.garchx | Extraction functions for 'garchx' objects
waldtest0 | T-tests and Wald-tests under nullity