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Garchmodels Roadmap #1

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11 of 15 tasks
AlbertoAlmuinha opened this issue Apr 5, 2021 · 0 comments
Open
11 of 15 tasks

Garchmodels Roadmap #1

AlbertoAlmuinha opened this issue Apr 5, 2021 · 0 comments

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@AlbertoAlmuinha
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AlbertoAlmuinha commented Apr 5, 2021 •
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Garchmodels Project Roadmap

  • Create Package Structure
  • Develop Univariate Algorithm from rugarch package
  • Develop Multivariate Algorithm from rugarch package
  • Develop Multivariate Algorithms from rmgarch package
  • Create tests
  • Automate Tests with GitHub Actions
  • Make README
  • Make Getting Started Vignette
  • Pkgdown Documentation
  • Send to CRAN

Future Work

Models Roadmap

  • Markov-Switching Models through MSGARGH 📦

  • Log Garch Models through the lgarch 📦
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@AlbertoAlmuinha