Reference manual

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install.packages("MTS")

1.2.1 by Ruey S. Tsay, 8 months 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, multDM.

Suggested by StMoMo, fsMTS, tsBSS.


See at CRAN