Package: exuber
Type: Package
Title: Econometric Analysis of Explosive Time Series
Version: 0.2.1
Authors@R: c(
    person("Kostas", "Vasilopoulos", , email = "k.vasilopoulo@gmail.com", c("cre", "aut")),
    person("Efthymios", "Pavlidis", email = "e.pavlidis@lancaster.ac.uk", role = "aut"),
    person("Simon", "Spavound", email = "simon.spavound@googlemail.com", role = "aut"),
    person("Enr\u00EDque", "Mart\u00EDnez-Garc\u00EDa", email = "emg.economics@gmail.com", role = "aut")
    )
Description: Testing for and dating periods of explosive dynamics (exuberance) in time series 
    using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) 
    <doi:10.1111/iere.12132> and Pavlidis et al. (2016)  <doi:10.1007/s11146-015-9531-2>. 
    The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix 
    inversion which results in significant speed improvements. Simulation of a variety of 
    periodically-collapsing bubble processes.
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, glue,
        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: 2019-03-01 16:35:59 UTC; T460p
Author: Kostas Vasilopoulos [cre, aut],
  Efthymios Pavlidis [aut],
  Simon Spavound [aut],
  Enríque Martínez-García [aut]
Maintainer: Kostas Vasilopoulos <k.vasilopoulo@gmail.com>
Repository: CRAN
Date/Publication: 2019-03-01 21:40:08 UTC
Built: R 3.4.4; x86_64-apple-darwin15.6.0; 2019-03-02 10:02:05 UTC; unix
Archs: exuber.so.dSYM
