Package: uGMAR
Title: Estimate Univariate Gaussian or Student's t Mixture
        Autoregressive Model
Version: 3.3.1
Authors@R: person("Savi", "Virolainen", email = "savi.virolainen@helsinki.fi", role = c("aut", "cre"))
Description: Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
    Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models, 
    quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes. 
    Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>, 
    Mika Meitz, Daniel Preve, Pentti Saikkonen (forthcoming) <doi:10.1080/03610926.2021.1916531>,
    Savi Virolainen (2020) <arXiv:2003.05221>.
Depends: R (>= 3.4.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: Brobdingnag (>= 1.2-4), parallel, pbapply (>= 1.3-2), stats
        (>= 3.3.2), gsl (>= 1.9-10.3)
Suggests: testthat, knitr, rmarkdown
RoxygenNote: 7.1.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2021-05-12 10:49:00 UTC; savi
Author: Savi Virolainen [aut, cre]
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Repository: CRAN
Date/Publication: 2021-05-12 11:40:02 UTC
Built: R 3.6.3; ; 2021-05-12 13:13:15 UTC; windows
