Package: BEKKs
Title: Multivariate Conditional Volatility Modelling and Forecasting
Version: 1.4.6
Author: Markus J. Fülle [aut, cre],
  Alexander Lange [aut],
  Christian M. Hafner [aut],
  Helmut Herwartz [aut]
Authors@R: 
    c(person("Markus J.",
            "Fülle",
           role = c("aut", "cre"),
           email = "markus.fuelle@gmail.com"),
           person("Alexander", "Lange", 
          role = c("aut"),
          email = "alexander.lange@uni-goettingen.de"),
      person("Christian M.", "Hafner", 
           role = c("aut"), 
           email = "christian.hafner@uclouvain.be"),
      person("Helmut", "Herwartz", 
           role = c("aut"), 
           email = "hherwartz@uni-goettingen.de"))
Maintainer: Markus J. Fülle <markus.fuelle@gmail.com>
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>. For an overview, we refer the reader to Fülle et al. (2024) <doi:10.18637/jss.v111.i04>.  
Depends: R (>= 3.5.0)
Imports: Rcpp, reshape2, ggplot2, mathjaxr, gridExtra, grid, ggfortify,
        parallel, xts, stats, future, future.apply, ks, lubridate,
        utils, pbapply, numDeriv, moments
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
SystemRequirements: C++17
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Suggests: testthat (>= 2.1.0)
RdMacros: mathjaxr
RoxygenNote: 7.3.3
Packaged: 2025-12-07 14:48:52 UTC; Markus
Repository: CRAN
Date/Publication: 2025-12-07 15:30:02 UTC
Built: R 4.5.2; x86_64-w64-mingw32; 2025-12-27 04:04:04 UTC; windows
Archs: x64
