Package: bayesDccGarch
Type: Package
Title: Methods and Tools for Bayesian Dynamic Conditional Correlation
        GARCH(1,1) Model
Version: 3.0.4
Author: Jose Augusto Fiorucci [aut, cre, cph]
    (<https://orcid.org/0000-0002-1201-9089>),
  Ricardo Sanders Ehlers [aut, cph]
    (<https://orcid.org/0000-0001-9034-5173>),
  Francisco Louzada [aut, cph] (<https://orcid.org/0000-0001-7815-9554>)
Maintainer: Jose Augusto Fiorucci <jafiorucci@gmail.com>
Description: Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014). <doi:10.1080/02664763.2013.839635>.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
Depends: R (>= 2.0), numDeriv, coda
Authors@R: c(
  person("Jose Augusto", "Fiorucci", email="jafiorucci@gmail.com", role=c("aut", "cre", "cph"), comment = c(ORCID = "0000-0002-1201-9089")),
  person("Ricardo", "Sanders Ehlers", email="ehlers@icmc.usp.br", role=c("aut", "cph"), comment = c(ORCID = "0000-0001-9034-5173")),
  person("Francisco", "Louzada", email="louzada@icmc.usp.br", role=c("aut", "cph"), comment = c(ORCID = "0000-0001-7815-9554"))
  )
BugReports: https://github.com/jafiorucci/bayesDccGarch/issues
URL: https://ui.adsabs.harvard.edu/abs/2014arXiv1412.2967F/abstract
NeedsCompilation: yes
RoxygenNote: 7.1.2
Packaged: 2023-04-22 01:56:01 UTC; jafio
Repository: CRAN
Date/Publication: 2023-04-22 07:20:02 UTC
Built: R 4.2.0; aarch64-apple-darwin20; 2023-04-22 08:31:18 UTC; unix
Archs: bayesDccGarch.so.dSYM
