Commits

Commits on Mar 5, 2022

fixes for new r dev check
alexiosg
committedMar 5, 2022

Commits on Feb 4, 2022

Final fixes prior to submission of 1.3-9
alexiosg
committedFeb 4, 2022

Commits on Feb 2, 2022

end of line fix
alexiosg
committedFeb 2, 2022
fixes to CRAN notes on rugarch exports
alexiosg
committedFeb 2, 2022

Commits on Apr 28, 2021

Small changes to submit to CRAN and check for new Matrix package issues
alexiosg
committedApr 28, 2021

Commits on Apr 18, 2019

switched stop to warning for gogarch coskewness and cokurtosis matrix sizes
alexiosg
committedApr 18, 2019

Commits on Jan 15, 2019

no message
alexiosg
committedJan 15, 2019

Commits on Aug 27, 2018

Fixed plotting issues resulting from backwards compatibility breaking in xts package, and added option output to rcov and rcor to return a matrix instead of array of the pairwise values.
alexiosg
committedAug 27, 2018

Commits on Feb 23, 2018

updates and small fix
alexiosg
committedFeb 23, 2018

Commits on Nov 20, 2017

no message
alexiosg
committedNov 20, 2017

Commits on Sep 18, 2017

Fix to routine registration
alexiosg
committedSep 18, 2017

Commits on May 30, 2017

Commits on Mar 24, 2017

one final fix to m.sim>1
alexiosg
committedMar 24, 2017
fix to gogarch simulation (badly formed matrix returning row-wise rather than column wise the final result)
alexiosg
committedMar 24, 2017

Commits on Sep 20, 2016

added goGARCHfilter dispatch to gogarchsim method
alexiosg
committedSep 20, 2016

Commits on Apr 15, 2016

no message
alexiosg
committedApr 15, 2016
small fix in cokurt.pairs function when using less than 3 assets (drop=FALSE) to matrix now used.
alexiosg
committedApr 15, 2016

Commits on Feb 20, 2016

bump version number
alexiosg
committedFeb 20, 2016
fix to fscenario function for DCC and CGARCH models (would not run).
alexiosg
committedFeb 20, 2016

Commits on Dec 28, 2015

no message
alexiosg
committedDec 28, 2015
new version...some minor changes to pass CRAN
alexiosg
committedDec 28, 2015

Commits on Jul 27, 2015

same fix as in previous one for fdcc model
alexiosg
committedJul 27, 2015
fix to dccsim
alexiosg
committedJul 27, 2015

Commits on Jul 3, 2015

no message
alexiosg
committedJul 3, 2015

Commits on Jul 2, 2015

no message
alexiosg
committedJul 2, 2015
Fixes for new CRAN checks
alexiosg
committedJul 2, 2015

Commits on Jun 19, 2015

no message
alexiosg
committedJun 19, 2015
Fixed bug in fscenario for gogarch model with dimensionality reduction
alexiosg
committedJun 19, 2015

Commits on Sep 5, 2014

no message
alexiosg
committedSep 5, 2014

Commits on Aug 16, 2014

README.md edited online with Bitbucket
alexiosg
committedAug 16, 2014

Commits on Jul 30, 2014

README.md edited online with Bitbucket
alexiosg
committedJul 30, 2014

Commits on Jun 30, 2014

no message
alexiosg
committedJun 30, 2014

Commits on Jun 11, 2014

no message
alexiosg
committedJun 11, 2014
no message
alexiosg
committedJun 11, 2014