Package: gmvarkit
Title: Estimate Gaussian Mixture Vector Autoregressive Model
Version: 1.0.0
Authors@R: person("Savi", "Virolainen", email = "savi.virolainen@helsinki.fi", role = c("aut", "cre"))
Description: Maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR)
    model, quantile residual tests, graphical diagnostics, forecasting and simulations. Applying
    general linear constraints to the autoregressive parameters is supported.
    Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>.
Depends: R (>= 3.4.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
Imports: Brobdingnag (>= 1.2-5), mvnfast (>= 0.2.5), parallel (>=
        3.4.0), stats (>= 3.4.0), pbapply (>= 1.3-4), graphics (>=
        3.4.0), grDevices (>= 3.4.0)
Suggests: testthat, knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2018-07-23 13:39:53 UTC; savi
Author: Savi Virolainen [aut, cre]
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Repository: CRAN
Date/Publication: 2018-07-28 16:30:03 UTC
