R/gmvarkit.R

In gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

#' @title gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models
#'
#' @description \code{gmvarkit} is a package for reduced form and structural Gaussian mixture vector
#'   autoregressive (GMVAR), Student's t Mixture Vector Autoregressive (StMVAR),
#'   or Gaussian and Student's t Mixture Vector Autoregressive (G-StMVAR) model analysis.
#'   It provides functions for unconstrained and constrained maximum likelihood estimation of the model parameters,
#'   quantile residuals tests, graphical diagnostics, estimation of generalized impulse response function,
#'   estimation of generalized forecast error variance decomposition, simulation from GMVAR processes,
#'   forecasting, and more.
#'
#'   The readme file is a good place to start and the vignette might be useful too.
#' @name gmvarkit-package
"_PACKAGE"