Package: gmvarkit
Title: Estimate Gaussian Mixture Vector Autoregressive Model
Version: 1.1.2
Authors@R: person("Savi", "Virolainen", email = "savi.virolainen@helsinki.fi", role = c("aut", "cre"))
Description: Unconstrained and constrained maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR)
    model, quantile residual tests, graphical diagnostics, simulations, and forecasting.
    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: 7.0.2
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: 2020-01-21 18:22:19 UTC; savi
Author: Savi Virolainen [aut, cre]
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Repository: CRAN
Date/Publication: 2020-01-21 19:50:02 UTC
