在安装ccgarch包之前,需要先安装一些必要的依赖包,如Rcpp和RcppArmadillo。然后使用install.packages("ccgarch")命令来安装ccgarch包。最后使用library(ccgarch)命令来加载ccgarch包。
ccgarch : An R package for building multivariate GARCH models with conditional correlations This paper contains an introduction to the package ccgarch that is developed for use in the open source statistical environment R (R Development Core Team,......