Package: bayesDccGarch
Version: 2.0
Date: 2016-01-29
Title: The Bayesian Dynamic Conditional Correlation GARCH Model
Description: Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014), DOI:10.1080/02664763.2013.839635).
Depends: R (>= 2.0), numDeriv, coda
Author: Jose A Fiorucci <jafioruci@gmail.com>, Ricardo S Ehlers <ehlers@icmc.usp.br>, Francisco Louzada <louzada@icmc.usp.br>
Maintainer: Jose A Fiorucci <jafioruci@gmail.com>
BugReports: Send an email for <jafioruci@gmail.com> with title
 'bayesDccGarch Bug'
License: GPL (>= 2)
URL: http://arxiv.org/abs/1412.2967
NeedsCompilation: yes
Repository: CRAN
Packaged: 2016-02-06 18:31:07 UTC; jafio
Date/Publication: 2016-02-07 09:28:39
Built: R 3.3.3; x86_64-w64-mingw32; 2018-04-22 15:11:59 UTC; windows
Archs: i386, x64
