Package: HARModel
Type: Package
Title: Heterogeneous Autoregressive Models
Version: 0.2
Date: 2019-01-24
Author: Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
Description: Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.
BugReports: https://github.com/emilsjoerup/HARModel/issues
URL: https://github.com/emilsjoerup/HARModel
License: GPL-3
Imports: Rcpp (>= 0.12.17) , xts, zoo, sandwich,
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Depends: R (>= 2.10), methods
Packaged: 2019-01-24 15:43:04 UTC; emils
Repository: CRAN
Date/Publication: 2019-01-24 16:40:03 UTC
Built: R 3.4.4; x86_64-w64-mingw32; 2019-04-25 19:54:23 UTC; windows
Archs: i386, x64
