Type: Package
Package: exuber
Title: Econometric Analysis of Explosive Time Series
Version: 0.3.0
Authors@R: 
    c(person(given = "Kostas", 
             family = "Vasilopoulos",
             role = c("cre", "aut"),
             email = "k.vasilopoulo@gmail.com"),
     person(given = "Efthymios", 
            family = "Pavlidis", 
             role = "aut", 
             email = "e.pavlidis@lancaster.ac.uk"),
     person(given = "Simon", 
            family = "Spavound", 
            role = "aut", 
            email = "simon.spavound@googlemail.com"),
     person(given = "Enrique",
            family = "Mart\u00EDnez-Garc\u00EDa",
            role = "aut",
            email = "emg.economics@gmail.com"))
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 (>= 3.0.2)
Imports: doSNOW (>= 1.0.16), dplyr (>= 0.8.0.1), foreach (>= 1.4.4),
        ggplot2 (>= 3.1.1), grid, gridExtra (>= 2.3), lubridate (>=
        1.7.4), parallel, purrr (>= 0.3.2), Rcpp (>= 0.12.17), rlang
        (>= 0.3.4), tibble (>= 2.1.1), cli (>= 1.1.0), generics (>=
        0.0.2), tidyr (>= 0.8.3), glue (>= 1.3.1), zoo (>= 1.8.5)
Suggests: covr (>= 3.2.1), knitr (>= 1.22), rmarkdown (>= 1.12),
        spelling (>= 2.1), testthat (>= 2.1.1), withr (>= 2.1.2),
        stringr (>= 1.4.0)
LinkingTo: Rcpp (>= 1.0.1), RcppArmadillo (>= 0.9.400.2.0)
VignetteBuilder: knitr
Encoding: UTF-8
LazyData: true
Language: en-US
RoxygenNote: 6.1.1
NeedsCompilation: yes
Packaged: 2019-07-15 09:09:14 UTC; T460p
Author: Kostas Vasilopoulos [cre, aut],
  Efthymios Pavlidis [aut],
  Simon Spavound [aut],
  Enrique Martínez-García [aut]
Maintainer: Kostas Vasilopoulos <k.vasilopoulo@gmail.com>
Repository: CRAN
Date/Publication: 2019-07-15 09:40:07 UTC
Built: R 4.0.0; x86_64-w64-mingw32; 2020-04-10 10:00:37 UTC; windows
Archs: i386, x64
