# -*- coding: utf-8; mode: tcl; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- vim:fenc=utf-8:ft=tcl:et:sw=4:ts=4:sts=4

PortSystem          1.0
PortGroup           R 1.0

# GitHub version lags behind.
R.setup             cran calakus xdcclarge 0.1.0
revision            0
categories-append   math
maintainers         nomaintainer
license             GPL-2+
description         Estimating a (c)DCC-GARCH model in large dimensions
long_description    {*}${description}
checksums           rmd160  5bb2287061d31a990490893b70c6af3ec15a11c5 \
                    sha256  7622e913d1393ba9eda4b549417c6bd930bcc8b6b16fc5297e5ebaca5bd41cc9 \
                    size    1216035

depends_lib-append  port:R-nlshrink \
                    port:R-Rcpp \
                    port:R-RcppArmadillo

compilers.setup     require_fortran

depends_test-append port:R-rugarch

test.run            yes
