gmvarkit

cranv2.2.1

Estimate Gaussian and Student's t Mixture Vector Autoregressive Models. Unconstrained and constrained maximum likelihood estimation of structural and reduced form Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t mixture vector autoregressive models, quantile residual tests, graphical diagnostics, simulations

License GPL-3strong copyleft0 versions1 maintainers9 deps111 weekly dl
https://CRAN.R-project.org/package=gmvarkit
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10/25
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3/20
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25/25
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2/15
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Dependencies (9)
BrobdingnagmvnfastparallelstatspbapplygraphicsgrDevicesgslmethods
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First published · 2025-10-06 15:52:13

Last updated · 2025-10-06T14:40:02+00:00