Package: MSGARCHelm
Type: Package
Title: Hybridization of MS-GARCH and ELM Model
Version: 0.1.0
Authors@R: 
  c(person(given = "Rajeev Ranjan",
         family = "Kumar",
         role = c("aut", "cre"),
         email = "rrk.uasd@gmail.com"),
  person(given = "Girish Kumar",
         family = "Jha",
         role =  c("aut", "ths", "ctb")),
  person(given = "Neeraj",
         family = "Budhlakoti",
         role = "ctb"))
Description: Implements the three parallel forecast combinations of
        Markov Switching GARCH and extreme learning machine model along
        with the selection of appropriate model for volatility
        forecasting. For method details see Hsiao C, Wan SK (2014).
        <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007).
        <doi:10.1111/j.1468-0262.2007.00785.x>, Elliott G, Gargano A,
        Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>.
Depends: R (>= 3.6)
Imports: nnfor, MSGARCH, forecast
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2026-07-05 01:33:07 UTC; root
Author: Rajeev Ranjan Kumar [aut, cre], Girish Kumar Jha [aut, ths,
        ctb], Neeraj Budhlakoti [ctb]
Maintainer: Rajeev Ranjan Kumar <rrk.uasd@gmail.com>
Config/pak/sysreqs: cmake texlive libssl-dev
Repository: https://rrk4910.r-universe.dev
Date/Publication: 2020-10-08 10:40:02 UTC
RemoteUrl: https://github.com/cran/MSGARCHelm
RemoteRef: HEAD
RemoteSha: 8eb1cd535b6b4eee800b6e54cb16bf13892999d4