This is the Debian GNU/Linux r-cran-farma package of fGarch, a set of function for GARCH modelling for Rmetrics, a collection of packages for financial engineering and computational finance. Both fGarch and Rmetrics were written and compiled primarily by Diethelm Wuertz. This package was created by Dirk Eddelbuettel . The sources were downloaded from the main CRAN site http://cran.r-project.org/src/contrib/ and are also available from all CRAN mirrors as e.g. http://cran.us.r-project.org/src/contrib/ The package was renamed from its upstream name 'fGarch' to 'r-cran-fgarch' to fit the pattern of CRAN (and non-CRAN) packages for R. Copyright (C) 1999 - 2008 Diethelm Wuertz Copyright (C) 1999 - 2008 Rmetrics Foundation License: GPL On a Debian GNU/Linux system, the GPL license is included in the file /usr/share/common-licenses/GPL. For reference, the upstream DESCRIPTION file is included below: Package: fGarch Version: 260.72 Date: 1997 - 2007 Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling Author: Diethelm Wuertz and many others, see the SOURCE file Depends: R (>= 2.4.0), fBasics, fArma Maintainer: Diethelm Wuertz and Rmetrics Core Team Description: Environment for teaching "Financial Engineering and Computational Finance" NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES. LazyLoad: yes LazyData: yes License: GPL Version 2 or later URL: http://www.rmetrics.org Packaged: Mon Oct 8 14:07:54 2007; myself and the following segment was extracted from the header of R/zzz.R [ and yes, that is the old FSF address but I am quoting here ] # This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2007, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file