gmvarkit (1.1.1)

Estimate Gaussian Mixture Vector Autoregressive Model.

http://cran.r-project.org/web/packages/gmvarkit

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) .

Maintainer: Savi Virolainen
Author(s): Savi Virolainen [aut, cre]

License: GPL-3

Uses: Brobdingnag, mvnfast, pbapply, testthat, knitr, rmarkdown

Released 4 months ago.