Package: bayesGARCH
Version: 2.1.7
Date: 2021-04-20
Title: Bayesian Estimation of the GARCH(1,1) Model with Student-t
        Innovations
Authors@R: person("David", "Ardia", role = c("aut", "cre"), email = "david.ardia.ch@gmail.com")
Author: David Ardia [aut, cre]
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Imports: mvtnorm, coda
Description: Provides the bayesGARCH() function which performs the
    Bayesian estimation of the GARCH(1,1) model with Student's t innovations as described in Ardia (2008) <doi:10.1007/978-3-540-78657-3>.
BugReports: https://github.com/ArdiaD/bayesGARCH/issues
URL: https://github.com/ArdiaD/bayesGARCH
License: GPL (>= 2)
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2021-04-20 20:40:39 UTC; dardia
Repository: CRAN
Date/Publication: 2021-04-20 21:40:02 UTC
