# -*- 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

R.setup             cran larsenau SVDNF 0.1.9
revision            0
categories-append   finance math
maintainers         nomaintainer
license             GPL-3
description         Discrete non-linear filtering for stochastic volatility models
long_description    {*}${description}
checksums           rmd160  4b4aa81650c7c16b0e9dba680670b124417b5607 \
                    sha256  d3770998d903d1fe0dd983ad7682e99c0c353f2bd27f5b1659118b3f2d10a764 \
                    size    31569

depends_lib-append  port:R-Rcpp \
                    port:R-xts \
                    port:R-zoo

test.run            yes