exuber: Econometric Analysis of Explosive Time Series

Testing for and dating periods of explosive dynamics (exuberance) in time series using recursive unit root tests as proposed by Phillips, P. C., Shi, S. and Yu, J. (2015a) <doi:10.1111/iere.12132>. Simulation of a variety of periodically-collapsing bubble processes. The estimation code utilizes the matrix inversion lemma of the recursive least squares algorithm which results in significant speed improvements.

Version: 0.2.0
Depends: R (≥ 2.10)
Imports: doSNOW, parallel, foreach, Rcpp (≥ 0.12.17), dplyr, ggplot2, purrr, magrittr, lubridate, tibble, zoo, rlang, grid, gridExtra
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, covr, testthat, withr
Published: 2019-02-04
Author: Kostas Vasilopoulos [cre, aut], Eftymios Pavlidis [aut], Simon Spavound [aut], Enríqeu Matrínez-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_0.2.0.tar.gz
Windows binaries: r-devel: exuber_0.2.0.zip, r-release: exuber_0.2.0.zip, r-oldrel: exuber_0.2.0.zip
OS X binaries: r-release: exuber_0.2.0.tgz, r-oldrel: exuber_0.2.0.tgz
Old sources: exuber archive


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