\name{MultiGASSpec}
\alias{MultiGASSpec}
\title{
	Multivariate GAS specification
}
\description{
	Specify the conditional distribution, scaling mechanism and time-varying parameters for multivariate GAS models.
}
\usage{
MultiGASSpec(Dist = "mvnorm", ScalingType = "Identity",
             GASPar = list(location = FALSE, scale = TRUE,
                           correlation = FALSE, shape = FALSE),
             ScalarParameters = TRUE)
}
\arguments{
\item{Dist}{
\code{character} indicating the label of the conditional distribution. Available distribution 
can be displayed using the function \link{DistInfo}. Default value \code{Dist = "mvnorm"}}.
%
\item{ScalingType}{
\code{character} indicating the scaling mechanism for the conditional score. 
Only \code{ScalingType = "Identity"} is supported for multivariate distributions.}
%
\item{GASPar}{
\code{list} containing information about which parameters of the conditional distribution have to 
be time-varying. \code{location = TRUE} refers to the location parameters, \code{scale = TRUE} refers 
to the scale parameters, \code{shape = TRUE} refers to the shape parameter (e.g., the degree of freedom 
of the multivariate Student-t distribution), \code{correlation = TRUE} refers to the correlations. 
If the distribution specified in the \code{Dist} argument does not have, say, 
a shape parameter, the condition \code{shape = TRUE} is ignored.}
%
\item{ScalarParameters}{
\code{logical} indicating if the parameters of the locations, scales and correlations 
dynamic have to be scalars or a diagonal matrices. By default \code{ScalarParameters = TRUE}.}

}
\details{
	All the information regarding the supported multivariate conditional distributions 
	can be investigated using the \link{DistInfo} function.
}
\value{
An object of the class \link{mGASSpec}
}
\references{
Creal D, Koopman SJ, Lucas A (2011). 
"A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations." 
Journal of Business & Economic Statistics, 29(4), 552-563. 
\doi{10.1198/jbes.2011.10070}.\cr

Creal D, Koopman SJ, Lucas A (2013). 
"Generalized Autoregressive Score Models with Applications." 
Journal of Applied Econometrics, 28(5), 777-795. 
\doi{10.1002/jae.1279}.\cr

Harvey AC (2013). 
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series. 
Cambridge University Press.
}
\author{Leopoldo Catania}
\examples{
# Specify a GAS model with multivariate Student-t
# conditional distribution and time-varying locations,
# scales and correlations  parameters but constant shape parameter.

library("GAS")

GASSpec = MultiGASSpec(Dist = "mvt", ScalingType = "Identity",
                       GASPar = list(location = TRUE, scale = TRUE,
                                     correlation = TRUE, shape = FALSE))

GASSpec

}