| gmvarkit-package | gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models | 
| add_data | Add data to an object of class 'gsmvar' defining a GMVAR, StMVAR, or G-StMVAR model | 
| 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 | 
| calc_hessian | Calculate gradient or Hessian matrix | 
| check_parameters | Check that the given parameter vector satisfies the model assumptions | 
| cond_moments | Compute conditional moments of a GMVAR, StMVAR, or G-StMVAR model | 
| cond_moment_plot | Conditional mean or variance plot for a GMVAR, StMVAR, or G-StMVAR model | 
| diagnostic_plot | Quantile residual diagnostic plot for a GMVAR, StMVAR, or G-StMVAR model | 
| diag_Omegas | Simultaneously diagonalize two covariance matrices | 
| estimate_sgsmvar | Maximum likelihood estimation of a structural GMVAR, StMVAR, or G-StMVAR model with preliminary estimates | 
| euromone | Euro area macroeconomic data used in Virolainen (2022) | 
| fitGSMVAR | Two-phase maximum likelihood estimation of a GMVAR, StMVAR, or G-StMVAR model | 
| GAfit | Genetic algorithm for preliminary 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_foc | Calculate gradient or Hessian matrix | 
| get_gradient | Calculate gradient or Hessian matrix | 
| get_hessian | Calculate gradient or Hessian matrix | 
| 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} | 
| get_soc | Calculate gradient or Hessian matrix | 
| 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. | 
| gmvarkit | gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models | 
| gmvar_to_gsmvar | Makes the old class 'gmvar' objects compatible with the functions using class 'gsmvar' objects | 
| GSMVAR | Create a class 'gsmvar' object defining a reduced form or structural GMVAR, StMVAR, or G-StMVAR model | 
| 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. | 
| logLik.gsmvar | Create a class 'gsmvar' object defining a reduced form or structural GMVAR, StMVAR, or G-StMVAR model | 
| loglikelihood | Compute log-likelihood of a GMVAR, StMVAR, or G-StMVAR model using parameter vector | 
| 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 | 
| plot.gfevd | Estimate generalized forecast error variance decomposition for structural (and reduced form) GMVAR, StMVAR, and G-StMVAR models. | 
| plot.girf | Estimate generalized impulse response function for structural (and reduced form) GMVAR, StMVAR, and G-StMVAR models. | 
| plot.gsmvar | Create a class 'gsmvar' object defining a reduced form or structural GMVAR, StMVAR, or G-StMVAR model | 
| plot.gsmvarpred | plot method for class 'gsmvarpred' objects | 
| plot.irf | Estimate linear impulse response function based on a single regime of a structural GMVAR, StMVAR, or G-StMVAR model. | 
| plot.qrtest | Quantile residual tests | 
| predict.gsmvar | Predict method for class 'gsmvar' objects | 
| print.gfevd | Estimate generalized forecast error variance decomposition for structural (and reduced form) GMVAR, StMVAR, and G-StMVAR models. | 
| print.girf | Estimate generalized impulse response function for structural (and reduced form) GMVAR, StMVAR, and G-StMVAR models. | 
| print.gsmvar | Create a class 'gsmvar' object defining a reduced form or structural GMVAR, StMVAR, or G-StMVAR model | 
| 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.irf | Estimate linear impulse response function based on a single regime of a structural GMVAR, StMVAR, or G-StMVAR model. | 
| print.qrtest | Quantile residual tests | 
| 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 | 
| quantile_residual_tests | Quantile residual tests | 
| random_ind2 | Create somewhat random parameter vector of a GMVAR, StMVAR, or G-StMVAR model that is always stationary | 
| Rao_test | Perform Rao's score test for a GSMVAR model | 
| 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. | 
| residuals.gsmvar | Create a class 'gsmvar' object defining a reduced form or structural GMVAR, StMVAR, or G-StMVAR model | 
| simulate.gsmvar | Simulate method for class 'gsmvar' objects | 
| stmvar_to_gstmvar | Estimate a G-StMVAR model based on a StMVAR model that has large degrees of freedom parameters | 
| summary.gsmvar | Create a class 'gsmvar' object defining a reduced form or structural GMVAR, StMVAR, or G-StMVAR model | 
| swap_parametrization | Swap the parametrization of a GMVAR, StMVAR, or G-StMVAR model | 
| swap_W_signs | Swap all signs in pointed columns a the W matrix of a structural 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 | U.S. macroeconomic data used in Virolainen (2025) | 
| usamone | U.S. macroeconomic data | 
| Wald_test | Perform Wald test for a GMVAR, StMVAR, or G-StMVAR model |