Package: MSGARCH
Type: Package
Title: Markov-Switching GARCH Models
Version: 2.51
Date: 2022-12-05
Authors@R: c(person("David", "Ardia", role = c("aut"),
             email = "david.ardia.ch@gmail.com",
			 comment = c(ORCID = "0000-0003-2823-782X")),
             person("Keven", "Bluteau", role = c("aut", "cre"),
             email = "Keven.Bluteau@usherbrooke.ca",
			 comment = c(ORCID = "0000-0003-2990-4807")),
             person("Kris", "Boudt", role = c("ctb"),
             email = "kris.boudt@ugent.be",
			 comment = c(ORCID = "0000-0002-1000-5142")),
             person("Leopoldo", "Catania", role = c("aut"),
             email = "leopoldo.catania@econ.au.dk",
			 comment = c(ORCID = "0000-0002-0981-1921")),
             person("Alexios", "Ghalanos", role = c("ctb"),
             email = "alexios@4dscape.com"),      
             person("Brian", "Peterson", role = c("ctb"),
             email = "brian@braverock.com"),
             person("Denis-Alexandre", "Trottier", role = c("aut"),
             email = "denis-alexandre.trottier.1@ulaval.ca"))
Maintainer: Keven Bluteau <Keven.Bluteau@usherbrooke.ca>
Description: Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2019) <doi:10.18637/jss.v091.i04>.
License: GPL (>= 2)
BugReports: https://github.com/keblu/MSGARCH/issues
URL: https://github.com/keblu/MSGARCH
Imports: Rcpp, coda, methods, zoo, expm, fanplot, MASS, numDeriv
LinkingTo: Rcpp, RcppArmadillo
Suggests: mcmc, testthat
RoxygenNote: 7.1.1
NeedsCompilation: yes
Encoding: UTF-8
Packaged: 2022-12-05 16:08:40 UTC; Keven
Author: David Ardia [aut] (<https://orcid.org/0000-0003-2823-782X>),
  Keven Bluteau [aut, cre] (<https://orcid.org/0000-0003-2990-4807>),
  Kris Boudt [ctb] (<https://orcid.org/0000-0002-1000-5142>),
  Leopoldo Catania [aut] (<https://orcid.org/0000-0002-0981-1921>),
  Alexios Ghalanos [ctb],
  Brian Peterson [ctb],
  Denis-Alexandre Trottier [aut]
Repository: CRAN
Date/Publication: 2022-12-05 18:32:30 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2026-05-13 02:11:36 UTC; windows
Archs: x64
