Provides functionality for model validation by computing a parametric bootstrap and comparing the Quantile Spectral Densities.
| Version: | 0.2 |
| Depends: | R (≥ 3.0.0), quantspec |
| Imports: | stats4, utils, methods, abind, rugarch |
| Published: | 2017-06-01 |
| Author: | Stefan Birr [aut, cre] |
| Maintainer: | Stefan Birr <stefan.birr at ruhr-uni-bochum.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | QPBoot results |
| Reference manual: | QPBoot.pdf |
| Package source: | QPBoot_0.2.tar.gz |
| Windows binaries: | r-devel: QPBoot_0.2.zip, r-release: QPBoot_0.2.zip, r-oldrel: QPBoot_0.2.zip |
| OS X El Capitan binaries: | r-release: QPBoot_0.2.tgz |
| OS X Mavericks binaries: | r-oldrel: QPBoot_0.2.tgz |
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