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update to README and documentation of GOGARCH
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alexiosg committed Dec 10, 2024
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2 changes: 1 addition & 1 deletion R/gogarch.R
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#' @param shape_range for the generalized hyperbolic distribution, the range of
#' the shape parameter (zeta).
#' @param cond_mean an optional matrix of the conditional mean for the series.
#' @param ... additional arguments passed to the \code{\link{radical}} or \code{\link{fastica}}
#' @param ... not used.
#' functions.
#' @returns an object of class \dQuote{gogarch.spec}.
#' @export
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2 changes: 1 addition & 1 deletion R/methods.R
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Expand Up @@ -188,7 +188,7 @@ dcc_modelspec.tsgarch.multi_estimate <- function(object, dynamics = c("constant"
#' of the model (see details). Not applicable in the case of the GOGARCH model.
#' @param trace whether to print tracing information for the GOGARCH model estimation.
#' @param ... for the GOGARCH model, additional options passed to the \code{\link{radical}}
#' function.
#' or \code{\link{fastica}} functions.
#' @returns An estimated object of one of either \dQuote{cgarch.estimate},
#' \dQuote{dcc.estimate} or \dQuote{gogarch.estimate}.
#' @details
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15 changes: 12 additions & 3 deletions README.md
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# tsmarch <img src="man/figures/logo.png" align="right" height="139" alt="" />

[![R-CMD-check](https://github.com/tsmodels/tsgarch/actions/workflows/rcmdcheck.yaml/badge.svg)](https://github.com/tsmodels/tsmarch/actions/workflows/rcmdcheck.yaml)
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# tsmarch
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## Installation

The package can be installed from CRAN (when published) or the
The package can be installed from
[CRAN](https://CRAN.R-project.org/package=tsmarch) or the
[tsmodels](github.com/tsmodels/) github repo:

``` r
install.package("tsmarch")
remotes::install_github("tsmodels/tsmarch", dependencies = TRUE)
```

The online vignette with a demo is available
[here](https://www.nopredict.com/packages/tsmarch).

Some notes on the ICA based algorithms used in the GOGARCH model are
available in a blog
[post](https://www.nopredict.com/blog/posts/2024-12-09-ica-benchmark/).
2 changes: 1 addition & 1 deletion man/estimate.tsmarch.Rd

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