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.
| Version: | 0.2.1 |
| Depends: | R (≥ 2.10) |
| Imports: | doSNOW, parallel, foreach, Rcpp (≥ 0.12.17), dplyr, glue, ggplot2, purrr, magrittr, lubridate, tibble, zoo, rlang, grid, gridExtra |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown, covr, testthat, withr |
| Published: | 2019-03-01 |
| Author: | Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut], Simon Spavound [aut], Enríque Martínez-García [aut] |
| Maintainer: | Kostas Vasilopoulos <k.vasilopoulo at gmail.com> |
| BugReports: | https://github.com/kvasilopoulos/exuber/issues |
| License: | GPL-3 |
| URL: | https://github.com/kvasilopoulos/exuber |
| NeedsCompilation: | yes |
| Citation: | exuber citation info |
| Materials: | README NEWS |
| CRAN checks: | exuber results |
| Reference manual: | exuber.pdf |
| Package source: | exuber_0.2.1.tar.gz |
| Windows binaries: | r-devel: exuber_0.2.1.zip, r-release: exuber_0.2.1.zip, r-oldrel: exuber_0.2.1.zip |
| OS X binaries: | r-release: exuber_0.2.1.tgz, r-oldrel: exuber_0.2.1.tgz |
| Old sources: | exuber archive |
Please use the canonical form https://CRAN.R-project.org/package=exuber to link to this page.