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DESCRIPTION
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Package: bvhar
Type: Package
Title: Bayesian Vector Heterogeneous Autoregressive Modeling
Version: 2.1.2
Authors@R:
c(person(given = "Young Geun",
family = "Kim",
email = "[email protected]",
role = c("aut", "cre", "cph"),
comment = c(ORCID = "0000-0001-8651-1167")),
person(given = "Changryong",
family = "Baek",
role = "ctb"))
Description: Tools to model and forecast multivariate time series
including Bayesian Vector heterogeneous autoregressive (VHAR) model
by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>).
'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
License: GPL (>= 3)
URL: https://ygeunkim.github.io/package/bvhar/, https://github.com/ygeunkim/bvhar
BugReports: https://github.com/ygeunkim/bvhar/issues
Suggests:
covr,
GIGrvg,
knitr,
parallel,
rmarkdown,
testthat (>= 3.0.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.1
Imports:
lifecycle,
magrittr,
Rcpp,
ggplot2,
tidyr,
tibble,
dplyr,
foreach,
purrr,
stats,
optimParallel,
posterior,
bayesplot
LinkingTo:
BH (>= 1.84.0-0),
Rcpp,
RcppEigen(>= 0.3.4.0.0)
VignetteBuilder: knitr
Depends:
R (>= 3.6.0)
Roxygen: list(markdown = TRUE)
Config/testthat/edition: 3