{ "_id": "6a1ed488b401979e7340e260", "Package": "bmgarch", "Title": "Bayesian Multivariate GARCH Models", "Version": "2.0.0.9000", "Date": "2026-05-08", "Authors@R": "c(\nperson(given = \"Philippe\",\nfamily = \"Rast\",\nrole = c(\"aut\", \"cre\"),\nemail = \"rast.ph@gmail.com\",\ncomment = c(ORCID = \"0000-0003-3630-6629\")),\nperson(given = \"Stephen\",\nfamily = \"Martin\",\nrole = c(\"aut\"),\nemail = \"stephenSRMmartin@gmail.com\",\ncomment = c(ORCID = \"0000-0001-8085-2390\"))\n)", "Description": "Fit Bayesian multivariate GARCH models using 'Stan' for\nfull Bayesian inference. Generate (weighted) forecasts for\nmeans, variances (volatility) and correlations. Currently\nDCC(P,Q), CCC(P,Q), pdBEKK(P,Q), and BEKK(P,Q)\nparameterizations are implemented, alongside a constant\ncovariance baseline (that can be used for testing whether GARCH\nis warranted), based either on a multivariate gaussian normal\nor student-t distribution. DCC and CCC models are based on\nEngle (2002) and Bollerslev\n(1990). The BEKK parameterization follows Engle and Kroner\n(1995) while the pdBEKK as well\nas the estimation approach for this package is described in\nRast et al. (2020) . The fitted\nmodels contain 'rstan' objects and can be examined with 'rstan'\nfunctions.", "License": "GPL (>=3)", "RdMacros": "Rdpack", "Encoding": "UTF-8", "LazyData": "true", "NeedsCompilation": "yes", "SystemRequirements": "GNU make", "Additional_repositories": "https://stan-dev.r-universe.dev", "BugReports": "https://github.com/ph-rast/bmgarch/issues", "Biarch": "true", "Config/roxygen2/version": "8.0.0", "Config/pak/sysreqs": "make", "Repository": "https://ph-rast.r-universe.dev", "Date/Publication": "2026-05-20 22:45:51 UTC", "RemoteUrl": "https://github.com/ph-rast/bmgarch", "RemoteRef": "HEAD", "RemoteSha": "f75e458d25e6bf6945aab8d7f68aaaf99dbc3419", "Packaged": { "Date": "2026-05-20 23:32:02 UTC", "User": "root" }, "Author": "Philippe Rast [aut, cre] (ORCID:\n),\nStephen Martin [aut] (ORCID: )", "Maintainer": "Philippe Rast ", "MD5sum": "2a10a2898055708a1456ba2f9fd9d89d", "_user": "ph-rast", "_type": "src", "_file": "bmgarch_2.0.0.9000.tar.gz", "_fileid": 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