VGAMextra: Additions and Extensions of the 'VGAM' Package
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CRAN (The Comprehensive R Archive Network)
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Extending the functionalities of the 'VGAM' package with additional functions and datasets. At present, 'VGAMextra' comprises new family functions (ffs) to estimate several time series models by maximum likelihood using Fisher scoring, unlike popular packages in CRAN relying on optim(), including ARMA-GARCH-like models, the Order-(p, d, q) ARIMAX model (non- seasonal), the Order-(p) VAR model, error correction models for cointegrated time series, and ARMA-structures with Student-t errors.Description
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Retrieved from: https://cran.r-project.org/web/packages/VGAMextra/index.html
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Copyright (C) 1989, 1991 Free Software Foundation, Inc. 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA. Everyone is permitted to copy and distribute verbatim copies of this license document, but changing it is not allowed.