{
  "_id": "6a2522494b233be1983913a9",
  "Package": "qgarch",
  "Type": "Package",
  "Title": "Quadratic GARCH-in-Mean Models for Volatility Feedback",
  "Version": "0.1.0",
  "Authors@R": "c(\nperson(\ngiven = \"Jedrzej\",\nfamily = \"Bialkowski\",\nemail = \"jedrzej.bialkowski@canterbury.ac.nz\",\nrole = \"aut\"\n),\nperson(\ngiven = \"Sanghyun\",\nfamily = \"Hong\",\nemail = \"sanghyun.hong@canterbury.ac.nz\",\nrole = c(\"aut\", \"cre\")\n),\nperson(\ngiven = \"Moritz\",\nfamily = \"Wagner\",\nemail = \"moritz.wagner@canterbury.ac.nz\",\nrole = \"aut\"\n)\n)",
  "Description": "Fits quadratic generalized autoregressive conditional\nheteroskedasticity-in-mean (QGARCH-M) models motivated by\nCampbell and Hentschel (1992). The package supports models with\nlambda fixed at zero, lambda restricted to a function of the\nremaining parameters, lambda estimated freely, and a threshold\nextension with state-dependent lambda. It also provides tools\nfor starting values, estimation, forecasting, likelihood-ratio\ntesting, moment diagnostics, and replication with the included\nmonthly U.S. stock market dataset.",
  "License": "MIT + file LICENSE",
  "Encoding": "UTF-8",
  "Roxygen": "list(markdown = TRUE)",
  "LazyData": "true",
  "URL": "https://github.com/sho-125/qgarch",
  "BugReports": "https://github.com/sho-125/qgarch/issues",
  "Config/testthat/edition": "3",
  "Config/roxygen2/version": "8.0.0",
  "Repository": "https://sho-125.r-universe.dev",
  "Date/Publication": "2026-05-05 03:06:54 UTC",
  "RemoteUrl": "https://github.com/sho-125/qgarch",
  "RemoteRef": "HEAD",
  "RemoteSha": "883849056e34cc58a14c015cdd9412f9ff9acdda",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-06-07 07:44:03 UTC",
    "User": "root"
  },
  "Author": "Jedrzej Bialkowski [aut],\nSanghyun Hong [aut, cre],\nMoritz Wagner [aut]",
  "Maintainer": "Sanghyun Hong <sanghyun.hong@canterbury.ac.nz>",
  "MD5sum": "658328e1a0fc3e49748c8693e76764cd",
  "_user": "sho-125",
  "_type": "src",
  "_file": "qgarch_0.1.0.tar.gz",
  "_fileid": "0a9ca555d9a740a4926dfaa5cf79b73977409f2ac2c19502c327ecce00e93edb",
  "_filesize": 135051,
  "_sha256": "0a9ca555d9a740a4926dfaa5cf79b73977409f2ac2c19502c327ecce00e93edb",
  "_created": "2026-06-07T07:44:03.000Z",
  "_published": "2026-06-07T07:48:25.103Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 79941800475,
      "time": 143,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7462036131"
    },
    {
      "job": 79941800477,
      "time": 143,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7462036160"
    },
    {
      "job": 79941800476,
      "time": 193,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7462039519"
    },
    {
      "job": 79941800468,
      "time": 219,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7462042185"
    },
    {
      "job": 79941660913,
      "time": 149,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7462018014"
    },
    {
      "job": 79941800471,
      "time": 89,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7462029396"
    },
    {
      "job": 79941800482,
      "time": 111,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7462032321"
    },
    {
      "job": 79941800474,
      "time": 116,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7462032971"
    },
    {
      "job": 79941800478,
      "time": 113,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7462032465"
    }
  ],
  "_buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/sho-125/qgarch",
  "_commit": {
    "id": "883849056e34cc58a14c015cdd9412f9ff9acdda",
    "author": "sho-125 <sanghyun.hong@canterbury.ac.nz>",
    "committer": "sho-125 <sanghyun.hong@canterbury.ac.nz>",
    "message": "Submit qgarch 0.1.0 to CRAN\n",
    "time": 1777950414
  },
  "_maintainer": {
    "name": "Sanghyun Hong",
    "email": "sanghyun.hong@canterbury.ac.nz",
    "login": "sho-125",
    "description": "",
    "uuid": 251699006
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 4.1.0",
      "role": "Depends"
    },
    {
      "package": "MASS",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "version": ">= 3.0.0",
      "role": "Suggests"
    }
  ],
  "_owner": "sho-125",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2026-16",
      "n": 1
    },
    {
      "week": "2026-17",
      "n": 1
    },
    {
      "week": "2026-19",
      "n": 3
    }
  ],
  "_tags": [],
  "_stars": 0,
  "_contributors": [
    {
      "user": "sho-125",
      "count": 5,
      "uuid": 251699006
    }
  ],
  "_userbio": {
    "uuid": 251699006,
    "type": "user",
    "name": "sho-125"
  },
  "_downloads": {
    "count": 222,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/qgarch"
  },
  "_devurl": "https://github.com/sho-125/qgarch",
  "_searchresults": 2,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/qgarch.html",
    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/sho-125/qgarch",
  "_realowner": "sho-125",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.1.0",
      "date": "2026-05-07"
    }
  ],
  "_exports": [
    "qgarch_default_starts",
    "qgarch_fit",
    "qgarch_lr_test",
    "qgarch_moments"
  ],
  "_datasets": [
    {
      "name": "us_monthly",
      "title": "Monthly U.S. data",
      "object": "us_monthly",
      "class": [
        "data.frame"
      ],
      "fields": [
        "YearMon",
        "ER",
        "Mktrf"
      ],
      "rows": 750,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "coef.qgarch",
      "title": "Extract coefficients from a qgarch model",
      "topics": [
        "coef.qgarch"
      ]
    },
    {
      "page": "fitted.qgarch",
      "title": "Fitted values from a qgarch model",
      "topics": [
        "fitted.qgarch"
      ]
    },
    {
      "page": "logLik.qgarch",
      "title": "Log-likelihood for a qgarch model",
      "topics": [
        "logLik.qgarch"
      ]
    },
    {
      "page": "plot.qgarch",
      "title": "Plot a qgarch model",
      "topics": [
        "plot.qgarch"
      ]
    },
    {
      "page": "predict.qgarch",
      "title": "Forecast from a generalized qgarch(m, n) model",
      "topics": [
        "predict.qgarch"
      ]
    },
    {
      "page": "print.qgarch",
      "title": "Print a qgarch model",
      "topics": [
        "print.qgarch"
      ]
    },
    {
      "page": "print.summary.qgarch",
      "title": "Print a qgarch summary",
      "topics": [
        "print.summary.qgarch"
      ]
    },
    {
      "page": "qgarch_default_starts",
      "title": "Default starting values for qgarch estimation",
      "topics": [
        "qgarch_default_starts"
      ]
    },
    {
      "page": "qgarch_fit",
      "title": "Fit generalized qgarch(m, n) models",
      "topics": [
        "qgarch_fit"
      ]
    },
    {
      "page": "qgarch_lr_test",
      "title": "Likelihood ratio test for nested qgarch models",
      "topics": [
        "qgarch_lr_test"
      ]
    },
    {
      "page": "qgarch_moments",
      "title": "Compute sample moments for a series",
      "topics": [
        "qgarch_moments"
      ]
    },
    {
      "page": "residuals.qgarch",
      "title": "Residuals from a qgarch model",
      "topics": [
        "residuals.qgarch"
      ]
    },
    {
      "page": "summary.qgarch",
      "title": "Summarize a qgarch model",
      "topics": [
        "summary.qgarch"
      ]
    },
    {
      "page": "us_monthly",
      "title": "Monthly U.S. data",
      "topics": [
        "us_monthly"
      ]
    },
    {
      "page": "vcov.qgarch",
      "title": "Variance-covariance matrix for a qgarch model",
      "topics": [
        "vcov.qgarch"
      ]
    }
  ],
  "_readme": "https://github.com/sho-125/qgarch/raw/HEAD/README.md",
  "_rundeps": [
    "MASS"
  ],
  "_score": 3.1760912590556813,
  "_indexed": true,
  "_nocasepkg": "qgarch",
  "_universes": [
    "sho-125"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.1.0",
      "date": "2026-06-07T07:46:05.000Z",
      "distro": "noble",
      "commit": "883849056e34cc58a14c015cdd9412f9ff9acdda",
      "fileid": "5f24828fd6371d62c3e9ff411cb4c8f7bbccf93ff6787cac4e949f067d7a234a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.1.0",
      "date": "2026-06-07T07:46:03.000Z",
      "distro": "noble",
      "commit": "883849056e34cc58a14c015cdd9412f9ff9acdda",
      "fileid": "0253498414e61d77554c6da9474e11be960e6aef32c2029f8af2bbb82719428c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.1.0",
      "date": "2026-06-07T07:46:39.000Z",
      "commit": "883849056e34cc58a14c015cdd9412f9ff9acdda",
      "fileid": "5e3981ab9837d8539ea1ebb10d9a6b9a9995e70848900fa15d6c1ce7938d0204",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.1.0",
      "date": "2026-06-07T07:46:50.000Z",
      "commit": "883849056e34cc58a14c015cdd9412f9ff9acdda",
      "fileid": "51673d70c2254062d429ca33dbdf7d4542588981de60d42fc43c4ff535c84d7a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.1.0",
      "date": "2026-06-07T07:46:00.000Z",
      "commit": "883849056e34cc58a14c015cdd9412f9ff9acdda",
      "fileid": "b7522c620793b8b09612859b6097359834df7d5588f145940e59009674ab9502",
      "status": "success",
      "buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.1.0",
      "date": "2026-06-07T07:45:29.000Z",
      "commit": "883849056e34cc58a14c015cdd9412f9ff9acdda",
      "fileid": "ab5dde07c23608ed9a15637523b41ee0fb79da1bf911ea034b790522106d9e40",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.1.0",
      "date": "2026-06-07T07:45:31.000Z",
      "commit": "883849056e34cc58a14c015cdd9412f9ff9acdda",
      "fileid": "c83c8471bfb02932b4d330d7a6c2164b3fc0a14fef41de44bd53e01924e2b65e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.1.0",
      "date": "2026-06-07T07:45:24.000Z",
      "commit": "883849056e34cc58a14c015cdd9412f9ff9acdda",
      "fileid": "5e6038c1b897270126c9b9b7cd2c55d49e9a2d849b7dbc629a1101d36d435251",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/sho-125/actions/runs/27086410462"
    }
  ]
}