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>.
| Version: | 1.1.3 |
| Depends: | R (≥ 3.4.0) |
| 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 |
| Published: | 2020-03-12 |
| Author: | Savi Virolainen [aut, cre] |
| Maintainer: | Savi Virolainen <savi.virolainen at helsinki.fi> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | gmvarkit results |
| Reference manual: | gmvarkit.pdf |
| Vignettes: |
Introduction to gmvarkit |
| Package source: | gmvarkit_1.1.3.tar.gz |
| Windows binaries: | r-devel: gmvarkit_1.1.3.zip, r-release: gmvarkit_1.1.3.zip, r-oldrel: gmvarkit_1.1.3.zip |
| macOS binaries: | r-release: gmvarkit_1.1.3.tgz, r-oldrel: gmvarkit_1.1.3.tgz |
| Old sources: | gmvarkit archive |
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