Package: bayesGARCH
Version: 2.1.10
Date: 2021-05-16
Title: Bayesian Estimation of the GARCH(1,1) Model with Student-t
        Innovations
Authors@R: person("David", "Ardia", role = c("aut", "cre", "cph"),
             email = "david.ardia.ch@gmail.com", comment = c(ORCID = "0000-0003-2823-782X"))
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Imports: mvtnorm, coda
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)
RoxygenNote: 5.0.1
NeedsCompilation: yes
Author: David Ardia [aut, cre, cph]
        (<https://orcid.org/0000-0003-2823-782X>)
Repository: https://ardiad.r-universe.dev
Date/Publication: 2021-05-16 14:06:28 UTC
RemoteUrl: https://github.com/ardiad/bayesgarch
RemoteRef: HEAD
RemoteSha: becc562a64cc816c9f28cdd33b472dde704fb5e0
Packaged: 2026-06-17 09:52:56 UTC; root