Package: uGMAR
Title: Estimate Univariate Gaussian or Student's t Mixture
        Autoregressive Model
Version: 3.0.0
Authors@R: person("Savi", "Virolainen", email = "savi.virolainen@helsinki.fi", role = c("aut", "cre"))
Description: Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
    Student's t Mixture Autoregressive (StMAR) and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models,
    quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-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>,
    Mika Meitz, Daniel Preve, Pentti Saikkonen (2018) <arXiv:1805.04010>.
Depends: R (>= 3.4.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: Brobdingnag (>= 1.2-4), parallel, pbapply (>= 1.3-2), stats
        (>= 3.3.2)
Suggests: gsl (>= 1.9-10.3), testthat, knitr, rmarkdown
RoxygenNote: 6.0.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2018-08-09 13:21:51 UTC; savi
Author: Savi Virolainen [aut, cre]
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Repository: CRAN
Date/Publication: 2018-08-09 16:10:03 UTC
