# R Package gogarch

## Description

The functions contained in the package gogarch facilitate the
estimation of generalized orthogonal GARCH (GO-GARCH) models. The
following estimation methods are implemented: fast ICA, Methods of
Moments, non-linear Least-Squares and Maximum Likelihood. Aside of
these estimation routines, methods for plotting, updating, predicting,
retrieving the conditional correlations and covariances, residuals and
coefficients are implemented as well as summarizing GO-GARCH
models. The package is purely written in R and S4-classes are
employed. The package does depend on the CRAN
packges **fGarch**, **fastICA**. For more information and
references see the package’s documentation.

## Documentation

The current documentation can be downloaded as
a pdf-file.

## Download

The package is hosted on CRAN and development versions can be installed from R-Forge or
from GitHub. The CRAN release of the package can also be downloaded from this site in its
source or binary form.