gmvarkit

Unconstrained and constrained maximum likelihood estimation of structural and reduced form Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t mixture vector autoregressive models, quantile residual tests, graphical diagnostics, simulations, forecasting, and estimation of generalized impulse response function and generalized forecast error variance decomposition. doi:10.1016/j.jeconom.2016.02.012, doi:10.1080/07350015.2024.2322090, doi:10.48550/arXiv.2109.13648.

Last 30 days

This package has been downloaded 513 times in the last 30 days. Not bad! The download count is somewhere between 'small-town buzz' and 'moderate academic conference'. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 17 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 11,687 times in the last 365 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The day with the most downloads was Dec 05, 2024 with 144 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.