Package: exuber
Type: Package
Title: Econometric Analysis of Explosive Time Series
Version: 0.2.0
Authors@R: c(
    person("Kostas", "Vasilopoulos", , email = "k.vasilopoulo@gmail.com", c("cre", "aut")),
    person("Eftymios", "Pavlidis", email = "e.pavlidis@lancaster.ac.uk", role = "aut"),
    person("Simon", "Spavound", email = "simon.spavound@googlemail.com", role = "aut"),
    person("Enr\u00EDqeu", "Matr\u00EDnez-Garc\u00EDa", email = "emg.economics@gmail.com", role = "aut")
    )
Description: Testing for and dating periods of explosive dynamics 
    (exuberance) in time series using recursive unit root tests as proposed 
    by Phillips, P. C., Shi, S. and Yu, J. (2015a) <doi:10.1111/iere.12132>. 
    Simulation of a variety of periodically-collapsing bubble processes. The 
    estimation code utilizes the matrix inversion lemma of the recursive least 
    squares algorithm which results in significant speed improvements.
License: GPL-3
URL: https://github.com/kvasilopoulos/exuber
BugReports: https://github.com/kvasilopoulos/exuber/issues
Depends: R (>= 2.10)
Imports: doSNOW, parallel, foreach, Rcpp (>= 0.12.17), dplyr, ggplot2,
        purrr, magrittr, lubridate, tibble, zoo, rlang, grid, gridExtra
Suggests: knitr, rmarkdown, covr, testthat, withr
LinkingTo: Rcpp, RcppArmadillo
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: yes
Packaged: 2019-02-04 10:32:58 UTC; T460p
Author: Kostas Vasilopoulos [cre, aut],
  Eftymios Pavlidis [aut],
  Simon Spavound [aut],
  Enríqeu Matrínez-García [aut]
Maintainer: Kostas Vasilopoulos <k.vasilopoulo@gmail.com>
Repository: CRAN
Date/Publication: 2019-02-04 12:03:20 UTC
