Package: threshtvp
Type: Package
Title: Estimation of time-varying parameter models with time-varying
        sparsity
Version: 0.2
Author: Florian Huber
Maintainer: Florian Huber <fhuber7@gmail.com>
Depends: R (>= 3.1.0), stochvol, GIGrvg, MASS, dlm
Description: Estimation of TVP models with time-varying inclusion probabilities
    and time-varying shrinkage on parameter dynamics.
License: GPL (>= 2)
Imports: Rcpp (>= 0.11.6)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2018-08-27 19:28:59 UTC; Flo
