RSiteSearch("garch", "functions") produced 21 hits, the first 10 of which identified 'garch'-type capabilities in packages 'tseries', 'fSeries' and 'fOptions'.
Hope this helps. Spencer Graves p.s. You might get better and quicker help from this listserve if your post conforms more closely to the posting guide "www.R-project.org/posting-guide.html", including providing commented, minimal, self-contained, reproducible code. Also, you may be interested in the "R-sig-finance" listserve for the Special Interest Group for 'R in Finance'. Patrick Zhang wrote: > Hello all, > > Trying to implement GARCH(1,1) with ASP.NET <http://asp.net/> and > VB.NET<http://vb.net/>. > It involves optimization of a three-variate function with some constraints. > Learned from Wilmott.com <http://wilmott.com/> that R might be able to do it > but have no idea how. Could anyone help me out please. Thanks in advance. > > Additional info: > 1. Tried calling Excel Solver from within my web application - it works fine > except that Excel.exe won't go away from task manager although the Quit() > method has been used; > 2. Also tried running (Process.Start) a separate console application that > calls Excel Solver from the code, getting error message: The application > failed to initialize properly (0xc0000142). > Any thought of an alternative? > > Best wishes, > Pat > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.