Package: uGMAR
Title: Estimate Univariate Gaussian or Student's t Mixture
        Autoregressive Model
Version: 2.0.3
Authors@R: person("Savi", "Virolainen", email = "savi.virolainen@helsinki.fi", role = c("aut", "cre"))
Description: Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
    Student's t Mixture Autoregressive (StMAR) and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models,
    quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes.
    Also general linear constraints and restricting autoregressive parameters to be the same for all regimes are supported.
    Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
    Leena Kalliovirta (2012) <doi:10.1111/j.1368-423X.2011.00364.x>.
Depends: R (>= 3.4.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: Brobdingnag (>= 1.2-4), parallel, stats (>= 3.3.2)
Suggests: gsl (>= 1.9-10.3), pbapply (>= 1.3-2), testthat, knitr,
        rmarkdown
RoxygenNote: 6.0.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2018-07-20 14:06:58 UTC; savi
Author: Savi Virolainen [aut, cre]
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Repository: CRAN
Date/Publication: 2018-07-20 14:40:03 UTC
