Package: tsmarch
Type: Package
Title: Multivariate ARCH Models
Description: Feasible Multivariate Generalized Autoregressive
        Conditional Heteroscedasticity (GARCH) models including Dynamic
        Conditional Correlation (DCC), Copula GARCH and Generalized
        Orthogonal GARCH with Generalized Hyperbolic distribution. A
        review of some of these models can be found in Boudt, Galanos,
        Payseur and Zivot (2019) <doi:10.1016/bs.host.2019.01.001>.
Version: 1.0.3
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com", comment = c(ORCID = "0009-0000-9308-0457")))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 4.1.0), methods, tsmethods (>= 1.0.2)
LinkingTo: Rcpp (>= 1.1.1), RcppArmadillo, RcppParallel, RcppBessel
SystemRequirements: GNU make
Imports: Rcpp, RcppParallel, tsgarch (>= 1.0.4), tsdistributions (>=
        1.0.3), RcppBessel, Rsolnp (>= 2.0.0), nloptr, flextable,
        numDeriv, abind, shape, Rdpack, xts, zoo, lubridate, sandwich,
        future.apply, future, stats, utils, data.table
License: GPL-2
Encoding: UTF-8
LazyData: true
BugReports: https://github.com/tsmodels/tsmarch/issues
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
ByteCompile: true
URL: https://github.com/tsmodels/tsmarch, https://www.nopredict.com
RdMacros: Rdpack
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), tstests
VignetteBuilder: knitr
Config/testthat/edition: 3
Config/pak/sysreqs: libcairo2-dev cmake libfontconfig1-dev
        libfreetype6-dev libfribidi-dev make libharfbuzz-dev libicu-dev
        libjpeg-dev libpng-dev libtiff-dev libuv1-dev libwebp-dev
        libxml2-dev libssl-dev
Repository: https://tsmodels.r-universe.dev
Date/Publication: 2026-03-14 06:51:29 UTC
RemoteUrl: https://github.com/tsmodels/tsmarch
RemoteRef: HEAD
RemoteSha: e0de455e993fbabdcab08a0bd1bbc84d7ddabddc
NeedsCompilation: yes
Packaged: 2026-06-12 07:15:07 UTC; root
Author: Alexios Galanos [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0000-9308-0457>)