Package: VIRF
Type: Package
Title: Computation of Volatility Impulse Response Function of
        Multivariate Time Series
Version: 0.1.1
Authors@R: c(person(given = c("Dr.", "Ranjit", "Kumar"),family = "Paul",role = c("aut", "cre"), email = "ranjitstat@gmail.com"),
  person(given = c("Dr.", "Md"),family = "Yeasin",role = "aut"),
	person(given = c("Mr.", "Ankit"),family = "Tanwar",role = "aut"))
Author: Dr. Ranjit Kumar Paul [aut, cre], Dr. Md Yeasin [aut], Mr.
        Ankit Tanwar [aut]
Maintainer: Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>
Description: Computation of volatility impulse response function for
        multivariate time series model using algorithm by Jin, Lin and
        Tamvakis (2012) <doi:10.1016/j.eneco.2012.03.003>.
License: GPL
Imports: stats, rmgarch, mgarchBEKK, gnm, expm, BigVAR, ks, matrixcalc,
        matlib
NeedsCompilation: no
Packaged: 2026-10-11 10:50:22 UTC; root
Config/pak/sysreqs: cmake libfreetype6-dev libglu1-mesa-dev libgmp3-dev
        make texlive libicu-dev libpng-dev libuv1-dev libmpfr-dev
        libgl1-mesa-dev libssl-dev zlib1g-dev
Repository: https://ranjitstat.r-universe.dev
Date/Publication: 2025-08-29 13:10:08 UTC
RemoteUrl: https://github.com/cran/VIRF
RemoteRef: HEAD
RemoteSha: 9af7e1649f6a3c92ef7adefac92dab2e7f4c9d17