Estimation the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.

Estimation of the conditional covariance matrix using the RiskMetrics 2006 methodology of Zumbach (2007) <doi:10.2139/ssrn.1420185>.

c(person(given = "Ali",
family = "Taqi",
role = c("aut", "cre"),
email = "alif.taqi00@gmail.com"),
person(given = "Jonathan",
family = "Wells",
role =  c("ths"),
email = "wellsj@reed.edu")
)
Simulate random matrices and ensembles and compute their eigenvalue spectra and dispersions.
Ali Taqi [aut, cre],
Jonathan Wells [ths]

RMAWGEN (R Multi-site Auto-regressive Weather GENeretor): a
package to generate daily time series from monthly mean values
R (>= 2.10), chron, date, vars, MASS, strucchange, urca (>=
1.1-6), lmtest (>= 0.9-26), sandwich (>= 2.2-4)
This package contains S3 functions for spatial multi-site
stochastic generation of daily timeseries of temperature and
precipitation. The implemented tools make use of Vectorial
AutoRegressive models (VARs). The VAR is calibrated by daily
instrumental timeseries given and then works with monthly
timeseries as input. Bugs/comments/questions/collaboration of
any kind are warmly welcomed.
'acvWGEN.R' 'adddate.R' 'addsuffixes.R'
'ComprehensivePrecipitationGenerator.R'
'ComprehensiveTemperatureGenerator.R' 'continuity_ratio.R'
'countNAs.R' 'covariance.R' 'ElevationOf.R' 'extractdays.R'
'extractmonths.R' 'extractTnFromAnomalies.R'
'extractTxFromAnomalies.R' 'extractyears.R' 'findDate.R'
'forecastEV.R' 'forecastResidual.R'
'generateTemperatureTimeseries.R' 'getDailyMean.R'
'getMonthlyMean.R' 'getVARmodel.R' 'is.monthly.climate.R'
'NewVAReventRealization.R' 'newVARmultieventRealization.R'
'normalizeGaussian.R' 'normalizeGaussian_sevaralstations.R'
'plotDailyClimate.R' 'PrecipitationEndDay.R'
'PrecipitationStartDay.R' 'qqplotprecWGEN.R'
'qqplotprecWGEN_seasonal.R' 'qqplotTnTxWGEN.R'
'qqplotTnTxWGEN_seasonal.R' 'qqplotWGEN.R' 'removeNAs.R'
'RMAWGEN-package.R' 'setWholeTemperatureGeneratorParameters.R'
'splineInterpolateMonthlytoDailyforSeveralYears.R'
'splineInterpolateMonthlytoDaily.R' 'TemperatureEndDay.R'
'TemperatureStartDay.R' 'WhereIs.R'