Package: StVAR
Type: Package
Title: Student's t Vector Autoregression (StVAR)
Version: 1.1
Date: 2017-02-10
Author: Niraj Poudyal
Maintainer: Niraj Poudyal <nirajp6@vt.edu>
Description: Estimation of
 multivariate Student's t dynamic regression models for a given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form.
Imports: ADGofTest,numDeriv, MCMCpack, matlab
License: GPL-2
NeedsCompilation: no
Packaged: 2017-02-11 14:27:16 UTC; user
Repository: CRAN
Date/Publication: 2017-02-11 17:43:11
Built: R 4.0.5; ; 2022-04-21 09:18:05 UTC; windows
