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1.2.1 by Ruey S. Tsay, 3 years ago
Browse source code at https://github.com/cran/MTS
Authors: Ruey S. Tsay [aut, cre] , David Wood [aut] , Jon Lachmann [ctb]
Documentation: PDF Manual
Artistic License 2.0 license
Imports Rcpp, fGarch, fBasics, mvtnorm
Linking to Rcpp, RcppEigen
Imported by BayesBEKK, SLBDD, VARDetect, mlmts, multDM.
Suggested by StMoMo, fable, tsBSS.
See at CRAN