Package: BEKKs
Title: Multivariate Conditional Volatility Modelling and Forecasting
Version: 1.1.0
Authors@R: 
    c(person(given = "Markus",
           family = "Fülle",
           role = c("aut"),
           email = "fuelle@uni-goettingen.de"),
      person("Helmut", "Herwartz", 
           role = c("aut"), 
           email = "hherwartz@uni-goettingen.de"),
      person("Alexander", "Lange", 
          role = c("aut", "cre"),
          email = "alexander.lange@uni-goettingen.de"))
Description: Methods and tools for estimating, simulating and forecasting of so-called BEKK-models (named after Baba, Engle, Kraft and Kroner ) based on the fast Berndt–Hall–Hall–Hausman (BHHH) algorithm described in Hafner and Herwartz (2008) <doi:10.1007/s00184-007-0130-y>. 
Depends: R (>= 3.5.0)
Imports: Rcpp, expm, reshape2, ggplot2, mathjaxr, gridExtra, grid,
        ggfortify, parallel, xts, stats, future, forecast, future.apply
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
SystemRequirements: C++11
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Suggests: testthat (>= 2.1.0)
RdMacros: mathjaxr
RoxygenNote: 7.1.2
Packaged: 2022-03-18 21:28:57 UTC; alex
Author: Markus Fülle [aut],
  Helmut Herwartz [aut],
  Alexander Lange [aut, cre]
Maintainer: Alexander Lange <alexander.lange@uni-goettingen.de>
Repository: CRAN
Date/Publication: 2022-03-19 00:20:02 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2022-04-21 12:04:38 UTC; windows
Archs: i386, x64
