MTS

cranv1.2.1

All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

License Artistic License 2.00 versions1 maintainers4 deps648 weekly dl
https://CRAN.R-project.org/package=MTS
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0/25
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Dependencies (4)
RcppfGarchfBasicsmvtnorm
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First published · 2022-04-11 15:44:32

Last updated · 2022-04-11T13:32:30+00:00