Additional multivariate distributions with estimation of one-step-ahead (OSA) residuals.
This installs the contributed code:
TMB:::install.contrib("https://github.com/vtrijoulet/OSA_multivariate_dists/archive/main.zip")After that you can use it in a TMB model with:
#include <TMB.hpp>
#include <contrib/OSA_multivariate_dists-main/distr.hpp>