Package: GEVStableGarch Type: Package Title: ARMA-GARCH/APARCH Models with Stable, GEV and GAt Innovations Version: 2.0.0 Date: 2026-09-28 Authors@R: c( person("Thiago", "do Rego Sousa", role = c("aut", "cre"), email = "thiagodoregosousa@gmail.com"), person("Cira", "Otiniano", role = "ctb", email = "cira@unb.br"), person("Silvia", "Lopes", role = "ctb", email = "silviarc.lopes@gmail.com"), person("Diethelm", "Wuertz", role = c("ctb", "cph"), email = "wuertz@itp.phys.ethz.ch", comment = "filter and model structure adapted from fGarch")) Description: Simulation, estimation and forecasting of autoregressive moving average (ARMA) models with generalized autoregressive conditional heteroskedasticity (GARCH) or asymmetric power ARCH (APARCH, with ARCH the autoregressive conditional heteroskedasticity model) errors, with stable (S0 parametrization), generalized extreme value (GEV) and generalized asymmetric t (GAt) innovations. The innovation distribution is a pluggable object, so user defined densities get the same fitting, simulation, stationarity and forecasting machinery. License: GPL (>= 2) URL: https://github.com/thiagodoregosousa/GEVStableGarch BugReports: https://github.com/thiagodoregosousa/GEVStableGarch/issues Depends: R (>= 4.1.0) Imports: libstable4u, Rsolnp, stats, utils Suggests: bgev, fGarch, ggplot2, knitr, rmarkdown, stabledist, testthat (>= 3.0.0) VignetteBuilder: knitr Config/testthat/edition: 3 Encoding: UTF-8 Roxygen: list(markdown = TRUE) RoxygenNote: 8.0.0 Config/pak/sysreqs: libgsl0-dev Repository: https://thiagodoregosousa.r-universe.dev Date/Publication: 2026-10-21 19:57:38 UTC RemoteUrl: https://github.com/thiagodoregosousa/gevstablegarch RemoteRef: HEAD RemoteSha: 202ffa24257614f810309849e0ac759a695b6ec6 NeedsCompilation: no Packaged: 2026-11-05 01:14:07 UTC; root Author: Thiago do Rego Sousa [aut, cre], Cira Otiniano [ctb], Silvia Lopes [ctb], Diethelm Wuertz [ctb, cph] (filter and model structure adapted from fGarch) Maintainer: Thiago do Rego Sousa