# -*- coding: utf-8; mode: tcl; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- vim:fenc=utf-8:ft=tcl:et:sw=4:ts=4:sts=4

PortSystem          1.0
PortGroup           R 1.0

R.setup             cran jafiorucci bayesDccGarch 3.0.4
revision            2
categories-append   math
maintainers         nomaintainer
license             {GPL-2 GPL-3}
description         Methods and tools for Bayesian analysis of DCC-GARCH(1,1) model
long_description    Bayesian estimation of dynamic conditional correlation GARCH model \
                    for multivariate time series volatility.
checksums           rmd160  0eb11ec3d06c285725989b1f7719a73ce10c5a18 \
                    sha256  a6de1d8d834e5b2f87250de4abe0a7255d71cce0d9c154e69d0ed541b63763f3 \
                    size    72620

depends_lib-append  port:R-coda \
                    port:R-numDeriv

test.run            yes