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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "gmvarkit" in publications use:'
type: software
license: GPL-3.0-only
title: 'gmvarkit: Estimate Gaussian and Student''s t Mixture Vector Autoregressive
  Models'
version: 2.1.3
doi: 10.32614/CRAN.package.gmvarkit
abstract: Unconstrained and constrained maximum likelihood estimation of structural
  and reduced form Gaussian mixture vector autoregressive, Student's t mixture vector
  autoregressive, and Gaussian and Student's t mixture vector autoregressive models,
  quantile residual tests, graphical diagnostics, simulations, forecasting, and estimation
  of generalized impulse response function and generalized forecast error variance
  decomposition. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <https://doi.org/10.1016/j.jeconom.2016.02.012>,
  Savi Virolainen (forthcoming) <https://doi.org/10.1080/07350015.2024.2322090>, Savi
  Virolainen (2022) <https://doi.org/10.48550/arXiv.2109.13648>.
authors:
- family-names: Virolainen
  given-names: Savi
  email: savi.virolainen@helsinki.fi
  orcid: https://orcid.org/0000-0002-5075-6821
repository: https://CRAN.R-project.org/package=gmvarkit
repository-code: https://github.com/saviviro/gmvarkit
url: https://github.com/saviviro/gmvarkit
date-released: '2024-12-04'
contact:
- family-names: Virolainen
  given-names: Savi
  email: savi.virolainen@helsinki.fi
  orcid: https://orcid.org/0000-0002-5075-6821