Package: apt 4.0

Changyou Sun

apt: Asymmetric Price Transmission

The transmission between two time-series prices is assessed. It contains several functions for linear and nonlinear threshold co-integration, and furthermore, symmetric and asymmetric error correction models.

Authors:Changyou Sun [aut, cre]

apt_4.0.tar.gz
apt_4.0.tar.gz(r-4.5-noble)apt_4.0.tar.gz(r-4.4-noble)
apt_4.0.tgz(r-4.4-emscripten)apt_4.0.tgz(r-4.3-emscripten)
apt.pdf |apt.html✨
apt/json (API)

# Install 'apt' in R:
install.packages('apt', repos = 'https://cloud.r-project.org')
Datasets:
  • daVich - Import prices and values of wooden beds from Vietnam and China

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.90 score 497 downloads 8 mentions 16 exports 76 dependencies

Last updated 6 months agofrom:a4af79d760. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 31 2025
R-4.5-linuxOKMar 31 2025
R-4.4-linuxOKMar 31 2025

Exports:ciTarFitciTarLagciTarThdecmAsyFitecmAsyTestecmDiagecmSymFitplot.ciTarLagplot.ciTarThdprint.ciTarFitprint.ciTarLagprint.ciTarThdprint.ecmprint.ecmAsyTestsummary.ciTarFitsummary.ecm

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11curlDerivdoBydplyrererfansifarverFormulagenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquadprogquantmodquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangsandwichscalesSparseMstringistringrsurvivalsystemfittibbletidyrtidyselecttseriesTTRurcautf8vctrsviridisLitewithrxtszoo

Citation

To cite package ‘apt’ in publications use:

Sun C (2024). apt: Asymmetric Price Transmission. R package version 4.0, https://CRAN.R-project.org/package=apt.

Corresponding BibTeX entry: 

  @Manual{,
    title = {apt: Asymmetric Price Transmission},
    author = {Changyou Sun},
    year = {2024},
    note = {R package version 4.0},
    url = {https://CRAN.R-project.org/package=apt},
  }