Files

34 lines
1.3 KiB
Tcl

# -*- 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 2
categories-append math
maintainers nomaintainer
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