multifractal: Multifractal volatility models

#' @title The multifractal package
#' @description The \pkg{multifractal} package simulates, fits, and forecasts with multifractal model. 
#' Unlike the \pkg{MSM} package, \pkg{multifractal} allows leverage in the model.
#' 
#' @seealso \code{\link{simMSM}}, \code{\link{fitMSM}}, \code{\link{predict.fitMSM}}.
#' @references 
#' Augustyniak, M., Bauwens, L., & Dufays, A. (2019). 
#' A new approach to volatility modeling: The factorial hidden Markov volatility model. 
#' \emph{Journal of Business & Economic Statistics}, 37, 696-709.
#' \url{https://doi.org/10.1080/07350015.2017.1415910}.
#' @references 
#' Calvet, L. E., & Fisher, A. J. (2004). 
#' How to forecast long-run volatility: Regime switching and the estimation of multifractal processes. 
#' \emph{Journal of Financial Econometrics}, 2, 49-83. 
#' \url{https://doi.org/10.1093/jjfinec/nbh003}.
#' @useDynLib multifractal, .registration = TRUE
#' @import Rcpp
#' @importFrom Rcpp sourceCpp
"_PACKAGE"
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