Files in d-/MTS
All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models
.github/workflows/r.yml
DESCRIPTION
NAMESPACE
NEWS.md
R/LLKvarma.R
R/MTS.R
R/MVM.R
R/RcppExports.R
R/VARMACpp.R
R/VMACpp.R
R/sVARMACpp.R
README.md
data/mts-examples.rda
man/BEKK11.Rd
man/BVAR.Rd
man/Btfm2.Rd
man/Corner.Rd
man/ECMvar.Rd
man/ECMvar1.Rd
man/EWMAvol.Rd
man/Eccm.Rd
man/FEVdec.Rd
man/GrangerTest.Rd
man/Kronfit.Rd
man/Kronid.Rd
man/Kronpred.Rd
man/Kronspec.Rd
man/MCHdiag.Rd
man/MCholV.Rd
man/MTS-internal.Rd
man/MTS-package.Rd
man/MTSdiag.Rd
man/MTSplot.Rd
man/MarchTest.Rd
man/Mlm.Rd
man/Mtxprod.Rd
man/Mtxprod1.Rd
man/PIwgt.Rd
man/PSIwgt.Rd
man/REGts.Rd
man/REGtspred.Rd
man/RLS.Rd
man/SCCor.Rd
man/SCMfit.Rd
man/SCMid.Rd
man/SCMid2.Rd
man/SCMmod.Rd
man/SWfore.Rd
man/VAR.Rd
man/VARMA.Rd
man/VARMACpp.Rd
man/VARMAcov.Rd
man/VARMAirf.Rd
man/VARMApred.Rd
man/VARMAsim.Rd
man/VARX.Rd
man/VARXirf.Rd
man/VARXorder.Rd
man/VARXpred.Rd
man/VARorder.Rd
man/VARorderI.Rd
man/VARpred.Rd
man/VARpsi.Rd
man/VARs.Rd
man/VMA.Rd
man/VMACpp.Rd
man/VMAe.Rd
man/VMAorder.Rd
man/VMAs.Rd
man/Vech.Rd
man/VechM.Rd
man/Vmiss.Rd
man/Vpmiss.Rd
man/apca.Rd
man/archTest.Rd
man/backtest.Rd
man/ccm.Rd
man/comVol.Rd
man/dccFit.Rd
man/dccPre.Rd
man/diffM.Rd
man/hfactor.Rd
man/ibmspko.Rd
man/mq.Rd
man/msqrt.Rd
man/mtCopula.Rd
man/qgdp.Rd
man/refECMvar.Rd
man/refECMvar1.Rd
man/refKronfit.Rd
man/refREGts.Rd
man/refSCMfit.Rd
man/refVAR.Rd
man/refVARMA.Rd
man/refVARX.Rd
man/refVMA.Rd
man/refVMAe.Rd
man/refsVARMA.Rd
man/sVARMA.Rd
man/sVARMACpp.Rd
man/sVARMApred.Rd
man/tenstocks.Rd
man/tfm.Rd
man/tfm1.Rd
man/tfm2.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/varma.cpp
src/varma.h
src/varmaResiduals.cpp
