Package: VIRF
Type: Package
Title: Computation of Volatility Impulse Response Function of
        Multivariate Time Series
Version: 0.1.1
Authors@R: c(person(given = c("Dr.", "Ranjit", "Kumar"),family = "Paul",role = c("aut", "cre"), email = "ranjitstat@gmail.com"),
  person(given = c("Dr.", "Md"),family = "Yeasin",role = "aut"),
	person(given = c("Mr.", "Ankit"),family = "Tanwar",role = "aut"))
Author: Dr. Ranjit Kumar Paul [aut, cre],
  Dr. Md Yeasin [aut],
  Mr. Ankit Tanwar [aut]
Maintainer: Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>
Description: Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012) <doi:10.1016/j.eneco.2012.03.003>.
License: GPL
Imports: stats, rmgarch, mgarchBEKK, gnm, expm, BigVAR, ks, matrixcalc,
        matlib
NeedsCompilation: no
Packaged: 2025-08-29 11:53:12 UTC; YEASIN
Repository: CRAN
Date/Publication: 2025-08-29 13:10:08 UTC
Built: R 4.6.0; ; 2026-05-01 02:37:46 UTC; unix
