Package: MSGARCH
Type: Package
Title: Markov-Switching GARCH Models
Version: 2.31
Date: 2019-10-23
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("Leopoldo", "Catania", role = c("aut"),
             email = "leopoldo.catania@econ.au.dk"),
             person("Alexios", "Ghalanos", role = c("ctb"),
             email = "alexios@4dscape.com"),      
             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],
  Leopoldo Catania [aut],
  Alexios Ghalanos [ctb],
  Brian Peterson [ctb],
  Denis-Alexandre Trottier [aut]
Maintainer: Keven Bluteau <Keven.Bluteau@unine.ch>
Description: Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2019) <doi:10.18637/jss.v091.i04>.
License: GPL (>= 2)
BugReports: https://github.com/keblu/MSGARCH/issues
URL: https://github.com/keblu/MSGARCH
Imports: Rcpp, coda, methods, zoo, expm, fanplot, MASS, numDeriv
LinkingTo: Rcpp, RcppArmadillo
Suggests: mcmc, testthat
RoxygenNote: 6.1.1
NeedsCompilation: yes
Packaged: 2019-10-24 08:45:30 UTC; Keven
Repository: CRAN
Date/Publication: 2019-10-24 11:20:02 UTC
Built: R 4.0.0; x86_64-w64-mingw32; 2020-04-10 06:05:39 UTC; windows
Archs: i386, x64
