Package: sstvars
Type: Package
Title: Toolkit for Reduced Form and Structural Smooth Transition Vector
        Autoregressive Models
Version: 1.0.1
Authors@R: person("Savi", "Virolainen", email = "savi.virolainen@helsinki.fi",
                  role = c("aut", "cre"), comment = c(ORCID = "0000-0002-5075-6821"))
Maintainer: Savi Virolainen <savi.virolainen@helsinki.fi>
Description: Maximum likelihood estimation of smooth transition vector
  autoregressive models with various types of transition weight functions,
  conditional distributions, and identification methods. Constrained
  estimation with various types of constraints is available. Residual based
  model diagnostics, forecasting, simulations, and calculation of impulse
  response functions, generalized impulse response functions, and generalized 
  forecast error variance decompositions. See
  Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>,
  Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>,
  Markku Lanne, Savi Virolainen (2024) <doi:10.48550/arXiv.2403.14216>,
  Savi Virolainen (2024) <doi:10.48550/arXiv.2404.19707>.    
Depends: R (>= 4.0.0)
URL: https://github.com/saviviro/sstvars
BugReports: https://github.com/saviviro/sstvars/issues
SystemRequirements: BLAS, LAPACK
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
LinkingTo: Rcpp, RcppArmadillo
Imports: Rcpp (>= 1.0.0), RcppArmadillo (>= 0.12.0.0.0), parallel (>=
        4.0.0), pbapply (>= 1.7-0), stats (>= 4.0.0), graphics (>=
        4.0.0)
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2024-05-28 16:22:27 UTC; savi
Author: Savi Virolainen [aut, cre] (<https://orcid.org/0000-0002-5075-6821>)
Repository: CRAN
Date/Publication: 2024-05-29 06:50:02 UTC
Built: R 4.2.3; aarch64-apple-darwin20; 2024-05-29 10:53:27 UTC; unix
Archs: sstvars.so.dSYM
