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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "gmvarkit" in publications use:'
type: software
license: GPL-3.0-only
title: 'gmvarkit: Estimate Gaussian and Student''s t Mixture Vector Autoregressive
  Models'
version: 2.1.3
doi: 10.32614/CRAN.package.gmvarkit
abstract: 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) <https://doi.org/10.1016/j.jeconom.2016.02.012>,
  Savi Virolainen (forthcoming) <https://doi.org/10.1080/07350015.2024.2322090>, Savi
  Virolainen (2022) <arXiv:2109.13648>.
authors:
- family-names: Virolainen
  given-names: Savi
  email: savi.virolainen@helsinki.fi
repository: https://saviviro.r-universe.dev
repository-code: https://github.com/saviviro/gmvarkit
commit: 06e097a5db85e745807bda0e7db3a4bb4c70dee3
url: https://github.com/saviviro/gmvarkit
date-released: '2018-09-22'
contact:
- family-names: Virolainen
  given-names: Savi
  email: savi.virolainen@helsinki.fi