Package: uGMAR
Title: Estimate Univariate Gaussian and Student's t Mixture
        Autoregressive Models
Version: 3.6.1
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>)
Description: Maximum likelihood estimation of univariate Gaussian
        Mixture Autoregressive (GMAR), Student's t Mixture
        Autoregressive (StMAR), and Gaussian and Student's t Mixture
        Autoregressive (G-StMAR) models, quantile residual tests,
        graphical diagnostics, forecast and simulate from GMAR, StMAR
        and G-StMAR processes. Leena Kalliovirta, Mika Meitz, Pentti
        Saikkonen (2015) <doi:10.1111/jtsa.12108>, Mika Meitz, Daniel
        Preve, Pentti Saikkonen (2023)
        <doi:10.1080/03610926.2021.1916531>, Savi Virolainen (2022)
        <doi:10.1515/snde-2020-0060>.
Depends: R (>= 3.4.0)
BugReports: https://github.com/saviviro/uGMAR/issues
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: Brobdingnag (>= 1.2-4), parallel, pbapply (>= 1.3-2), stats
        (>= 3.3.2), gsl (>= 1.9-10.3)
Suggests: testthat, knitr, rmarkdown
RoxygenNote: 7.3.2
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-06-01 10:10:30 UTC; root
Config/pak/sysreqs: libgsl0-dev
Repository: https://saviviro.r-universe.dev
Date/Publication: 2025-10-06 14:33:24 UTC
RemoteUrl: https://github.com/saviviro/ugmar
RemoteRef: HEAD
RemoteSha: f583fd69dcad14e71348ffaa4daeef873a562817
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>