# garchmodels [![CRAN status](https://www.r-pkg.org/badges/version/garchmodels)](https://CRAN.R-project.org/package=garchmodels) [![Total Downloads](http://cranlogs.r-pkg.org/badges/grand-total/garchmodels?color=brightgreen)](https://cran.r-project.org/package=garchmodels) ![](http://cranlogs.r-pkg.org/badges/garchmodels?color=brightgreen) [![Codecov test coverage](https://codecov.io/gh/AlbertoAlmuinha/garchmodels/branch/master/graph/badge.svg)](https://codecov.io/gh/AlbertoAlmuinha/garchmodels?branch=master) [![Lifecycle:maturing](https://img.shields.io/badge/lifecycle-maturing-blue.svg)](https://lifecycle.r-lib.org/articles/stages.html#maturing) [![R-CMD-check](https://github.com/AlbertoAlmuinha/garchmodels/workflows/R-CMD-check/badge.svg)](https://github.com/AlbertoAlmuinha/garchmodels/actions) > A parsnip backend for `GARCH` models in the `tidymodels` framework. ## Tutorials - [**Getting Started with Garchmodels**](https://albertoalmuinha.github.io/garchmodels/articles/getting-started.html): A walkthrough of the tidy modeling approach with the package. - [**Tuning Univariate Garch Models**](https://albertoalmuinha.github.io/garchmodels/articles/tuning_univariate_algorithms.html): Learn how to tune parameters of univariate garch models. ## Installation CRAN version: ``` r install.packages("garchmodels") ``` Development version: ``` r # install.packages("devtools") devtools::install_github("AlbertoAlmuinha/garchmodels") ``` ## Why Garchmodels? > Garchmodels unlocks univariate and multivariate GARCH models in one > framework. In a single framework you will be able to find what you need: - **Univariate Methods**: `garchmodels` connects to the `rugarch` package. - **Multivariate Methods**: `garchmodels` connects to the `rugarch` and `rmgarch` packages. Available methods include DCC-Garch (Dynamic Conditional Correlation Garch), Copula Garch and GO-Garch models.