Package: HARModel
Type: Package
Title: Heterogeneous Autoregressive Models
Version: 1.0
Date: 2019-08-30
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
Suggests: testthat
Packaged: 2019-08-31 11:11:12 UTC; emils
Repository: CRAN
Date/Publication: 2019-08-31 11:30:02 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 06:59:43 UTC; windows
Archs: i386, x64
