Package: MSGARCH
Type: Package
Title: Markov-Switching GARCH Models
Version: 0.17.7
Date: 2016-12-31
Authors@R: c(person("David", "Ardia", role = c("aut"),
             email = "david.ardia.ch@gmail.com"),
             person("Keven", "Bluteau", role = c("aut", "cre"),
             email = "Keven.Bluteau@unine.ch"),
             person("Kris", "Boudt", role = c("ctb"),
             email = "kris.boudt@vub.ac.be"),
             person("Brian", "Peterson", role = c("ctb"),
             email = "brian@braverock.com"),
             person("Denis-Alexandre", "Trottier", role = c("aut"),
             email = "denis-alexandre.trottier.1@ulaval.ca"))
Author: David Ardia [aut],
    Keven Bluteau [aut, cre],
    Kris Boudt [ctb],
    Brian Peterson [ctb],
    Denis-Alexandre Trottier [aut]
Maintainer: Keven Bluteau <Keven.Bluteau@unine.ch>
Description: The MSGARCH package offers methods to fit (by Maximum Likelihood or Bayesian), simulate, and forecast various Markov-Switching GARCH processes.
License: GPL (>= 2)
Imports: Rcpp, adaptMCMC, nloptr, DEoptim, methods, stringr, ggplot2,
        reshape2, zoo, expm, fanplot, dfoptim
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2017-01-09 16:28:14 UTC; Keven
Repository: CRAN
Date/Publication: 2017-01-09 21:45:58
Built: R 3.2.5; x86_64-w64-mingw32; 2017-04-20 08:18:23 UTC; windows
Archs: i386, x64
