Package: exuber
Type: Package
Title: Econometric Analysis of Explosive Time Series
Version: 0.1.0
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")
            )
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>. Simulate a variety of periodically-collapsing bubble models. The estimation and simulation utilizes the matrix inversion lemma from the recursive least squares algorithm, which results in a significant speed improvement.
License: GPL-3
URL: https://github.com/kvasilopoulos/exuber
BugReports: https://github.com/kvasilopoulos/exuber/issues
Imports: doParallel, parallel, foreach, Rcpp, rlang, dplyr, ggplot2,
        purrr
Suggests: knitr, rmarkdown, covr, testthat, withr, gridExtra
LinkingTo: Rcpp
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
NeedsCompilation: yes
Packaged: 2018-06-15 15:43:09 UTC; T460p
Author: Kostas Vasilopoulos [cre, aut],
  Eftymios Pavlidis [aut],
  Simon Spavound [aut]
Maintainer: Kostas Vasilopoulos <k.vasilopoulo@gmail.com>
Repository: CRAN
Date/Publication: 2018-06-17 14:07:54 UTC
