Authors@R: c(person("Keven", "Bluteau", role = c("aut", "cre"),
person("David", "Ardia", role = c("aut"),
person("Denis-Alexandre", "Trottier", role = c("ctb"),
person("Brian", "Peterson", role = c("ctb"),
Description: The MSGARCH package offers methods to fit (by Maximum Likelihood or Bayesian), simulate, and forecast
Imports: Rcpp, adaptMCMC, DEoptim, nloptr, methods, stringr, ggplot2,

Authors@R: c(person("David", "Ardia", role = c("aut"),
person("Keven", "Bluteau", role = c("aut", "cre"),
person("Denis-Alexandre", "Trottier", role = c("aut"),
Description: The MSGARCH package offers methods to fit (by Maximum Likelihood or Bayesian), simulate, and forecast various Markov-Switching GARCH processes.
Imports: Rcpp, adaptMCMC, nloptr, DEoptim, methods, stringr, ggplot2,

person("Leopoldo", "Catania", role = c("aut"),
Description: The MSGARCH package offers methods to fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various
Markov-Switching GARCH models as described in Ardia et al. (2017) <https://ssrn.com/abstract=2845809>.
Imports: Rcpp, adaptMCMC, coda, methods, zoo, expm, fanplot, MASS,

Description: Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2017) <https://ssrn.com/abstract=2845809>.
Imports: Rcpp, coda, methods, zoo, expm, fanplot, MASS, numDeriv

person("Alexios", "Ghalanos", role = c("ctb"),

Description: Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2019) <doi:10.18637/jss.v091.i04>.

Title: Hybridization of MS-GARCH and ELM Model
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>.
Maintainer: Rajeev Ranjan Kumar <rrk.uasd@gmail.com>