Package: BEKKs
Title: Multivariate Conditional Volatility Modelling and Forecasting
Version: 1.4.7
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: 2026-10-23 10:37:24 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2026-05-03 15:08:33 UTC
RemoteUrl: https://github.com/cran/BEKKs
RemoteRef: HEAD
RemoteSha: 01b20c676192a99b16785ed5a02b1fd55038436c