This package is considered a duplicate. The official version of this package is found at:https://kvasilopoulos.r-universe.dev/exuber

Package: exuber 1.0.2

Kostas Vasilopoulos

exuber: Econometric Analysis of Explosive Time Series

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. Details can be found in Vasilopoulos et al. (2022) <doi:10.18637/jss.v103.i10>.

Authors:Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut], Enrique Martínez-García [aut], Simon Spavound [aut]

exuber_1.0.2.tar.gz
exuber_1.0.2.tar.gz(r-4.5-noble)exuber_1.0.2.tar.gz(r-4.4-noble)
exuber_1.0.2.tgz(r-4.4-emscripten)exuber_1.0.2.tgz(r-4.3-emscripten)
exuber.pdf |exuber.html✨
exuber/json (API)
NEWS

# Install 'exuber' in R:

install.packages('exuber', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/kvasilopoulos/exuber/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

Datasets:

radf_crit - Stored Monte Carlo Critical Values

openblas cpp

4.06 score 77 scripts 443 downloads 45 exports 52 dependencies

Last updated 2 years agofrom:453054b85c. Checks:OK: 1 NOTE: 1. Indexed: no.

Target	Result	Date
Doc / Vignettes	OK	Dec 01 2024
R-4.5-linux-x86_64	NOTE	Dec 01 2024

Exports:%>%augment augment_join autoplot autoplot2 calc_pvalue col_names datestamp diagnostics fortify ggarrange index index<-install_exuberdata mc_cv ps_tb psy_ds psy_minw radf radf_mc_cv radf_mc_distr radf_sb_cv radf_sb_distr radf_wb_cv radf_wb_cv2 radf_wb_distr radf_wb_distr2 report sb_cv scale_exuber_manual series_names series_names<-shade sim_blan sim_dgp1 sim_dgp2 sim_div sim_evans sim_ps1 sim_psy1 sim_psy2 theme_exuber tidy tidy_join wb_cv

Dependencies:cli codetools colorspace cpp11 crayon digest doRNG doSNOW dplyr fansi farver foreach generics ggplot2 glue gtable hms isoband iterators labeling lattice lifecycle lubridate magrittr MASS Matrix mgcv munsell nlme pillar pkgconfig prettyunits progress purrr R6 RColorBrewer Rcpp RcppArmadillo rlang rngtools scales snow stringi stringr tibble tidyr tidyselect timechange utf8 vctrs viridisLite withr

Intro to exuber

Rendered fromexuber.Rmdusingknitr::rmarkdownon Dec 01 2024.

Last update: 2020-05-04
Started: 2019-07-15

Plotting with exuber

Rendered fromplotting.Rmdusingknitr::rmarkdownon Dec 01 2024.

Last update: 2022-08-19
Started: 2019-07-15

Simulation

Rendered fromsimulation.Rmdusingknitr::rmarkdownon Dec 01 2024.

Last update: 2020-05-04
Started: 2019-07-15

Help page	Topics
Plotting a 'ds_radf' object	autoplot.ds_radf
Plotting a 'radf_distr' object	autoplot.radf_distr
Plotting 'radf' models	autoplot.radf_obj autoplot2.radf_obj shade
Date-stamping periods of mildly explosive behavior	datestamp datestamp.radf_obj
Diagnostics on hypothesis testing	diagnostics diagnostics.radf_obj
Retrieve/Replace the index	index index-rd index<-
Install 'exuberdata' Package	install_exuberdata
Helper function to find 'tb' from the Phillips and Shi (2020)	ps_tb
Helper functions in accordance to PSY(2015)	psy_ds psy_minw
Recursive Augmented Dickey-Fuller Test	radf
Stored Monte Carlo Critical Values	radf_crit
Monte Carlo Critical Values	radf_mc_cv radf_mc_distr
Panel Sieve Bootstrap Critical Values	radf_sb_cv radf_sb_distr
Wild Bootstrap Critical Values	radf_wb_cv radf_wb_distr
Wild Bootstrap Critical Values	radf_wb_cv2 radf_wb_distr2
Exuber scale and theme functions	scale_exuber_manual theme_exuber
Retrieve/Replace series names	series_names series_names<- series_names<-.radf_obj series_names<-.sb_cv series_names<-.wb_cv
Simulation of a Blanchard (1979) bubble process	sim_blan
Simulation of dividends	sim_div
Simulation of an Evans (1991) bubble process	sim_evans
Simulation of a single-bubble process with multiple forms of collapse regime	sim_ps1
Simulation of a single-bubble process	sim_psy1
Simulation of a two-bubble process	sim_psy2
Summarizing 'radf' models	summary.radf_obj
Tidy into a joint model	augment_join tidy_join
Tidy into a joint model	augment_join.radf_obj tidy_join.radf_obj
Tidy a 'ds_radf' object	tidy.ds_radf
Tidy a 'radf_cv' object	augment.radf_cv tidy.radf_cv
Tidy a 'radf_distr' object	tidy.radf_distr
Tidy a 'radf_obj' object	augment.radf_obj tidy.radf_obj

Package: exuber 1.0.2

exuber: Econometric Analysis of Explosive Time Series

Intro to exuber

Plotting with exuber

Simulation

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)