# -*- 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 # Revert to GitHub once updated there. R.setup cran ph-rast bmgarch 2.0.0 revision 1 categories-append math maintainers {@barracuda156 gmail.com:vital.had} openmaintainer license GPL-3+ description Bayesian multivariate GARCH models long_description Fit Bayesian multivariate GARCH models using Stan for full Bayesian inference. \ Generate (weighted) forecasts for means, variances (volatility) and correlations. checksums rmd160 03344144c66753a1d0a897163320c9045cdc7e06 \ sha256 a011266d18b2ae793163fdeaa733b93a94cb34128d82f92bdaa9767e96dd1a28 \ size 198824 depends_lib-append port:R-BH \ port:R-forecast \ port:R-ggplot2 \ port:R-loo \ port:R-Rcpp \ port:R-RcppEigen \ port:R-RcppParallel \ port:R-Rdpack \ port:R-rstan \ port:R-rstantools \ port:R-StanHeaders depends_test-append port:R-testthat test.run yes