Package: sstvars Type: Package Title: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models Version: 1.2.4 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] () Maintainer: Savi Virolainen Description: Penalized and non-penalized maximum likelihood estimation of smooth transition vector autoregressive models with various types of transition weight functions, conditional distributions, and identification methods. Constrained estimation with various types of constraints is available. Residual based model diagnostics, forecasting, simulations, counterfactual analysis, and computation of impulse response functions, generalized impulse response functions, generalized forecast error variance decompositions, as well as historical decompositions. See Heather Anderson, Farshid Vahid (1998) , Helmut Lütkepohl, Aleksei Netšunajev (2017) , Markku Lanne, Savi Virolainen (2025) , Savi Virolainen (in press) . Depends: R (>= 4.0.0) URL: https://github.com/saviviro/sstvars BugReports: https://github.com/saviviro/sstvars/issues SystemRequirements: BLAS, LAPACK License: GPL-3 Encoding: UTF-8 LazyData: true LinkingTo: Rcpp, RcppArmadillo Imports: Rcpp (>= 1.0.0), RcppArmadillo (>= 0.12.0.0.0), parallel (>= 4.0.0), pbapply (>= 1.7-0), stats (>= 4.0.0), graphics (>= 4.0.0), utils (>= 4.0.0) Suggests: knitr, rmarkdown VignetteBuilder: knitr Config/roxygen2/version: 8.0.0 Repository: https://saviviro.r-universe.dev Date/Publication: 2026-05-29 14:57:31 UTC RemoteUrl: https://github.com/saviviro/sstvars RemoteRef: HEAD RemoteSha: db377a0f12226d42f990ae01f21462673f4c166e NeedsCompilation: yes Packaged: 2026-07-03 13:17:35 UTC; root