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.
