Package: GARCH.X
Title: Estimation and Exogenous Covariate Selection for GARCH-X Models
Version: 1.0
Description: Estimates the parameters of a GARCH-X model with exogenous covariates, performs hypothesis tests for the parameters returning the p-values, and uses False Discovery Rate p-value corrections to select the exogenous variables.
Authors@R: c(person(given = "Adriano",
                        family = "Zambom",
                        role = c("aut", "cre"),
                        email = "adriano.zambom@csun.edu"),
                 person(given = "Elijah",
                        family = "Sagaran",
                        role = "aut"))
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.3.2
Imports: GA, GenSA, pso, stats
NeedsCompilation: no
Packaged: 2025-06-13 23:07:41 UTC; azambom
Author: Adriano Zambom [aut, cre],
  Elijah Sagaran [aut]
Maintainer: Adriano Zambom <adriano.zambom@csun.edu>
Repository: CRAN
Date/Publication: 2025-06-17 06:00:06 UTC
Built: R 4.3.3; ; 2025-06-19 03:51:52 UTC; unix
