Package: gmvarkit
Title: Estimate Gaussian and Student's t Mixture Vector Autoregressive
        Models
Version: 2.2.1
Authors@R: person("Savi", "Virolainen",
                  email = "savi.virolainen@helsinki.fi",
                  role = c("aut", "cre"),
                  comment = c(ORCID = "https://orcid.org/0000-0002-5075-6821"))
Author: Savi Virolainen [aut, cre]
        (<https://orcid.org/0000-0002-5075-6821>)
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Description: Unconstrained and constrained maximum likelihood
        estimation of structural and reduced form Gaussian mixture
        vector autoregressive, Student's t mixture vector
        autoregressive, and Gaussian and Student's t mixture vector
        autoregressive models, quantile residual tests, graphical
        diagnostics, simulations, forecasting, and estimation of
        generalized impulse response function and generalized forecast
        error variance decomposition. Leena Kalliovirta, Mika Meitz,
        Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
        Savi Virolainen (2025) <doi:10.1080/07350015.2024.2322090>,
        Savi Virolainen (in press) <doi:10.1016/j.ecosta.2025.09.003>.
Depends: R (>= 3.6.0)
BugReports: https://github.com/saviviro/gmvarkit/issues
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.2
Imports: Brobdingnag (>= 1.2-4), mvnfast (>= 0.2.5), parallel (>=
        3.0.0), stats (>= 3.0.0), pbapply (>= 1.4-2), graphics (>=
        3.0.0), grDevices (>= 3.0.0), gsl (>= 2.1-6), methods (>=
        3.0.0)
Suggests: testthat, knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-07-03 06:51:20 UTC; root
Config/pak/sysreqs: libgsl0-dev
Repository: https://saviviro.r-universe.dev
Date/Publication: 2025-10-06 15:45:28 UTC
RemoteUrl: https://github.com/saviviro/gmvarkit
RemoteRef: HEAD
RemoteSha: 4fb4a8ee1a0b5ce7b3c3367815368505dc9bcce9