GAfit                   Genetic algorithm for preliminary estimation of
                        a GMVAR, StMVAR, or G-StMVAR model
GFEVD                   Estimate generalized forecast error variance
                        decomposition for structural (and reduced form)
                        GMVAR, StMVAR, and G-StMVAR models.
GIRF                    Estimate generalized impulse response function
                        for structural (and reduced form) GMVAR,
                        StMVAR, and G-StMVAR models.
GMVAR                   DEPRECATED! USE THE FUNCTION GSMVAR INSTEAD!
                        Create a class 'gsmvar' object defining a
                        reduced form or structural GMVAR model
GSMVAR                  Create a class 'gsmvar' object defining a
                        reduced form or structural GMVAR, StMVAR, or
                        G-StMVAR model
LR_test                 Perform likelihood ratio test for a GMVAR,
                        StMVAR, or G-StMVAR model
Pearson_residuals       Calculate multivariate Pearson residuals of a
                        GMVAR, StMVAR, or G-StMVAR model
Rao_test                Perform Rao's score test for a GSMVAR model
Wald_test               Perform Wald test for a GMVAR, StMVAR, or
                        G-StMVAR model
add_data                Add data to an object of class 'gsmvar'
                        defining a GMVAR, StMVAR, or G-StMVAR model
alt_gmvar               DEPRECATED! USE THE FUNCTION alt_gsmvar
                        INSTEAD! Construct a GMVAR model based on
                        results from an arbitrary estimation round of
                        'fitGSMVAR'
alt_gsmvar              Construct a GMVAR, StMVAR, or G-StMVAR model
                        based on results from an arbitrary estimation
                        round of 'fitGSMVAR'
calc_gradient           Calculate gradient or Hessian matrix
check_parameters        Check that the given parameter vector satisfies
                        the model assumptions
cond_moment_plot        Conditional mean or variance plot for a GMVAR,
                        StMVAR, or G-StMVAR model
cond_moments            Compute conditional moments of a GMVAR, StMVAR,
                        or G-StMVAR model
diag_Omegas             Simultaneously diagonalize two covariance
                        matrices
diagnostic_plot         Quantile residual diagnostic plot for a GMVAR,
                        StMVAR, or G-StMVAR model
estimate_sgsmvar        Maximum likelihood estimation of a structural
                        GMVAR, StMVAR, or G-StMVAR model with
                        preliminary estimates
euromone                A monthly Euro area data covering the period
                        from January 1999 to December 2021 (276
                        observations) and consisting four variables:
                        cyclical component of log industrial production
                        index, the log-difference of harmonized
                        consumer price index, the log-difference of
                        Brent crude oil prices (Europe), and an
                        interest rate variable. The interest rate
                        variable is the Euro overnight index average
                        rate (EONIA) from January 1999 to October 2008,
                        and after that the Wu and Xia (2016) shadow
                        rate, which is not constrained by the zero
                        lower bound and also quantifies unconventional
                        monetary policy measures. The log-difference of
                        the harmonized consumer price index is
                        multiplied by hundred and the log-difference of
                        oil price by ten. This data is the one that was
                        used in Virolainen (2022).
fitGMVAR                DEPRECATED! USE THE FUNCTION fitGSMVAR INSTEAD!
                        Two-phase maximum likelihood estimation of a
                        GMVAR model
fitGSMVAR               Two-phase maximum likelihood estimation of a
                        GMVAR, StMVAR, or G-StMVAR model
gdpdef                  U.S. real GDP percent change and GDP implicit
                        price deflator percent change.
get_boldA_eigens        Calculate absolute values of the eigenvalues of
                        the "bold A" matrices containing the AR
                        coefficients
get_omega_eigens        Calculate the eigenvalues of the "Omega" error
                        term covariance matrices
get_regime_autocovs     Calculate regimewise autocovariance matrices
get_regime_means        Calculate regime means mu_{m}
gmvar_to_gsmvar         Makes class 'gmvar' objects compatible with the
                        functions using class 'gsmvar' objects
gmvar_to_sgmvar         DEPRECATED! USE THE FUNCTION fitGSMVAR INSTEAD!
                        Switch from two-regime reduced form GMVAR model
                        to a structural model.
gmvarkit-package        gmvarkit: Estimate Gaussian and Student's t
                        Mixture Vector Autoregressive Models
gsmvar_to_sgsmvar       Switch from two-regime reduced form GMVAR,
                        StMVAR, or G-StMVAR model to a structural
                        model.
in_paramspace           Determine whether the parameter vector lies in
                        the parameter space
in_paramspace_int       Determine whether the parameter vector lies in
                        the parameter space
iterate_more            Maximum likelihood estimation of a GMVAR,
                        StMVAR, or G-StMVAR model with preliminary
                        estimates
linear_IRF              Estimate linear impulse response function based
                        on a single regime of a structural GMVAR,
                        StMVAR, or G-StMVAR model.
loglikelihood           Compute log-likelihood of a GMVAR, StMVAR, or
                        G-StMVAR model using parameter vector
plot.gmvarpred          plot method for class 'gmvarpred' objects
plot.gsmvarpred         plot method for class 'gsmvarpred' objects
plot.qrtest             Quantile residual tests
predict.gmvar           DEPRECATED! USE THE FUNCTION predict.gsmvar
                        INSTEAD! Predict method for class 'gmvar'
                        objects
predict.gsmvar          Predict method for class 'gsmvar' objects
print.gmvar             Deprecated S3 methods for the deprecated class
                        'gmvar'
print.gmvarsum          Summary print method from objects of class
                        'gmvarsum'
print.gsmvarpred        Print method for class 'gsmvarpred' objects
print.gsmvarsum         Summary print method from objects of class
                        'gsmvarsum'
print.hypotest          Print method for the class hypotest
print_std_errors        Print standard errors of a GMVAR, StMVAR, or
                        G-StMVAR model in the same form as the model
                        estimates are printed
profile_logliks         Plot profile log-likehoods around the estimates
quantile_residuals      Calculate multivariate quantile residuals of a
                        GMVAR, StMVAR, or G-StMVAR model
random_ind2             Create somewhat random parameter vector of a
                        GMVAR, StMVAR, or G-StMVAR model that is always
                        stationary
redecompose_Omegas      In the decomposition of the covariance matrices
                        (Muirhead, 1982, Theorem A9.9), change the
                        order of the covariance matrices.
reorder_W_columns       Reorder columns of the W-matrix and lambda
                        parameters of a structural GMVAR, StMVAR, or
                        G-StMVAR model.
simulate.gsmvar         Simulate method for class 'gsmvar' objects
simulateGMVAR           DEPRECATED! USE THE FUNCTION simulate.gsmvar
                        INSTEAD! Simulate from GMVAR process
stmvar_to_gstmvar       Estimate a G-StMVAR model based on a StMVAR
                        model that has large degrees of freedom
                        parameters
swap_W_signs            Swap all signs in pointed columns a the W
                        matrix of a structural GMVAR, StMVAR, or
                        G-StMVAR model.
swap_parametrization    Swap the parametrization of a GMVAR, StMVAR, or
                        G-StMVAR model
uncond_moments          Calculate the unconditional mean, variance, the
                        first p autocovariances, and the first p
                        autocorrelations of a GMVAR, StMVAR, or
                        G-StMVAR process
update_numtols          Update the stationarity and positive
                        definiteness numerical tolerances of an
                        existing class 'gsmvar' model.
usamon                  A quarterly U.S. data covering the period from
                        1954Q3 to 2021Q4 (270 observations) and
                        consisting four variables: the log-difference
                        of real GDP, the log-difference of GDP implicit
                        price deflator, the log-difference of producer
                        price index (all commodities), and an interest
                        rate variable. The interest rate variable is
                        the effective federal funds rate from 1954Q3 to
                        2008Q2 and after that the Wu and Xia (2016)
                        shadow rate, which is not constrained by the
                        zero lower bound and also quantifies
                        unconventional monetary policy measures. The
                        log-differences of the GDP, GDP deflator, and
                        producer price index are multiplied by hundred.
                        This data is used in Virolainen (forthcoming).
usamone                 A quarterly U.S. data covering the period from
                        1954Q3 to 2021Q4 (270 observations) and
                        consisting four variables: cyclical component
                        of the log of real GDP, the log-difference of
                        GDP implicit price deflator, the log-difference
                        of producer price index (all commodities), and
                        an interest rate variable. The interest rate
                        variable is the effective federal funds rate
                        from 1954Q3 to 2008Q2 and after that the Wu and
                        Xia (2016) shadow rate, which is not
                        constrained by the zero lower bound and also
                        quantifies unconventional monetary policy
                        measures. The log-differences of the GDP
                        deflator and producer price index are
                        multiplied by hundred.
