[R] MGARCH program

[dave fournier]

I have a multivariate garch program with does
a p,q varma for the means and a p,q diagonal vector
arch/garch analysis for the covariances. If there
is interest I would like to make it available as a
package in R -- but I know almost nothing about
how this is accomplished. So I need an interested person to hold my hand
as it were.

The program is written in C++.



--
Dave Fournier, Otter Research Ltd
PO Box 2040, Sidney, B.C. V8L 3S3, Canada
250-655-3364
email: otter at otter-rsch.com http://otter-rsch.com


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