Package: bayesGARCH
Version: 2.2.0
Date: 2026-08-19
Title: Bayesian Estimation of the GARCH(1,1) Model with Student-t
        Innovations
Authors@R: person("David", "Ardia", role = c("aut", "cre", "cph", "fnd"),
             email = "david.ardia.ch@gmail.com",
             comment = c(ORCID = "0000-0003-2823-782X"))
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Imports: coda
Suggests: testthat (>= 3.0.0), mvtnorm
Description: Provides the bayesGARCH() function which performs the
        Bayesian estimation of the GARCH(1,1) model with Student's t
        innovations as described in Ardia (2008)
        <doi:10.1007/978-3-540-78657-3>.
BugReports: https://github.com/ArdiaD/bayesGARCH/issues
URL: https://github.com/ArdiaD/bayesGARCH
License: GPL (>= 2)
Encoding: UTF-8
Config/testthat/edition: 3
NeedsCompilation: yes
Repository: https://ardiad.r-universe.dev
Date/Publication: 2026-08-21 13:54:07 UTC
RemoteUrl: https://github.com/ardiad/bayesgarch
RemoteRef: HEAD
RemoteSha: 98ad059c449517cd2545edc011297caa53512140
Packaged: 2026-10-20 08:58:45 UTC; root
Author: David Ardia [aut, cre, cph, fnd] (ORCID:
    <https://orcid.org/0000-0003-2823-782X>)