Estimating a (c)DCC-GARCH Model in Large Dimensions R package xdcclarge version 0.1.0 Functions for Estimating a (c)DCC-GARCH Model in large dimensions based on a publication by Engle et,al (2017) <doi:10.1080/07350015.2017.1345683> and Nakagawa et,al (2018) <doi:10.3390/ijfs6020052>. This estimation method is consist of composite likelihood method by Pakel et al. (2014) <http://paneldataconference2015.ceu.hu/Program/Cavit-Pakel.pdf> and (Non-)linear shrinkage estimation of covariance matrices by Ledoit and Wolf (2004,2015,2016). (<doi:10.1016/S0047-259X(03)00096-4>, <doi:10.1214/12-AOS989>, <doi:10.1016/j.jmva.2015.04.006>). Software Depends: R(>= 3.0.2) Imports: stats, Rcpp(>= 0.10.6), nlshrink LinkingTo: Rcpp(>= 0.10.6),RcppArmadillo(>= 0.2.34) Suggests: rugarch(>= 1.0.0) Kei Nakagawa <kei.nak.0315@gmail.com> Comprehensive R Archive Network (CRAN) Kei Nakagawa [aut, cre] (ORCID: <https://orcid.org/0000-0001-5046-8128>), Mitsuyoshi Imamura [aut] GPL (>= 2) 2018-07-12 application/tgz https://CRAN.R-project.org/package=xdcclarge doi:10.32614/CRAN.package.xdcclarge