Package: uGMAR
Title: Estimate Univariate Gaussian or Student's t Mixture
        Autoregressive Model
Version: 1.0.2
Authors@R: person("Savi", "Virolainen", email = "savi.virolainen@helsinki.fi", role = c("aut", "cre"))
Description: Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR) and
    Student's t Mixture Autoregressive (StMAR) models, quantile residual tests, graphical diagnostics,
    forecast and simulate from GMAR and StMAR processes. Also general linear constraints and restricting
    autoregressive parameters to be the same for all regimes are supported.
    Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
    Leena Kalliovirta (2012) <doi:10.1111/j.1368-423X.2011.00364.x>.
Depends: R (>= 3.3.2)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: Brobdingnag (>= 1.2-4), parallel, stats (>= 3.3.2)
Suggests: gsl (>= 1.9-10.3), pbapply (>= 1.3-2), testthat, knitr,
        rmarkdown
RoxygenNote: 6.0.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2017-10-16 15:39:23 UTC; savi
Author: Savi Virolainen [aut, cre]
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Repository: CRAN
Date/Publication: 2017-10-16 16:04:44 UTC
