Package: gmvarkit
Title: Estimate Gaussian and Student's t Mixture Vector Autoregressive
        Models
Version: 2.1.2
Authors@R: person("Savi", "Virolainen", email = "savi.virolainen@helsinki.fi", role = c("aut", "cre"))
Description: Unconstrained and constrained maximum likelihood estimation of structural and reduced form 
    Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t
    mixture vector autoregressive models, quantile residual tests, graphical diagnostics,
    simulations, forecasting, and estimation of generalized impulse response function and generalized 
    forecast error variance decomposition.
    Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
    Savi Virolainen (forthcoming) <doi:10.1080/07350015.2024.2322090>,
    Savi Virolainen (2022) <arXiv:2109.13648>.
Depends: R (>= 3.6.0)
BugReports: https://github.com/saviviro/gmvarkit/issues
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
Imports: Brobdingnag (>= 1.2-4), mvnfast (>= 0.2.5), parallel (>=
        3.0.0), stats (>= 3.0.0), pbapply (>= 1.4-2), graphics (>=
        3.0.0), grDevices (>= 3.0.0), gsl (>= 2.1-6), methods (>=
        3.0.0)
Suggests: testthat, knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2024-02-29 15:27:53 UTC; savi
Author: Savi Virolainen [aut, cre]
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Repository: CRAN
Date/Publication: 2024-02-29 16:12:36 UTC
Built: R 4.3.2; ; 2024-03-02 18:49:39 UTC; unix
