Package: VIRF
Type: Package
Title: Computation of Volatility Impulse Response Function of
        Multivariate Time Series
Version: 0.1.0
Author: Dr. Ranjit Kumar Paul and Mr. Ankit Tanwar
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.org/10.1016/j.eneco.2012.03.003>.
License: GPL
Imports: stats, rmgarch, mgarchBEKK, gnm, expm, BigVAR, ks, matrixcalc,
        matlib
LazyData: TRUE
NeedsCompilation: no
Packaged: 2019-04-30 05:12:13 UTC; ranjitstat
Repository: CRAN
Date/Publication: 2019-05-01 06:50:03 UTC
Built: R 4.2.0; ; 2022-04-14 02:02:05 UTC; unix
