Package: exuber 1.0.2
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:
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
- radf_crit - Stored Monte Carlo Critical Values
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:%>%augmentaugment_joinautoplotautoplot2calc_pvaluecol_namesdatestampdiagnosticsfortifyggarrangeindexindex<-install_exuberdatamc_cvps_tbpsy_dspsy_minwradfradf_mc_cvradf_mc_distrradf_sb_cvradf_sb_distrradf_wb_cvradf_wb_cv2radf_wb_distrradf_wb_distr2reportsb_cvscale_exuber_manualseries_namesseries_names<-shadesim_blansim_dgp1sim_dgp2sim_divsim_evanssim_ps1sim_psy1sim_psy2theme_exubertidytidy_joinwb_cv
Dependencies:clicodetoolscolorspacecpp11crayondigestdoRNGdoSNOWdplyrfansifarverforeachgenericsggplot2gluegtablehmsisobanditeratorslabelinglatticelifecyclelubridatemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigprettyunitsprogresspurrrR6RColorBrewerRcppRcppArmadillorlangrngtoolsscalessnowstringistringrtibbletidyrtidyselecttimechangeutf8vctrsviridisLitewithr
Intro to exuber
Rendered fromexuber.Rmd
usingknitr::rmarkdown
on Dec 01 2024.Last update: 2020-05-04
Started: 2019-07-15
Plotting with exuber
Rendered fromplotting.Rmd
usingknitr::rmarkdown
on Dec 01 2024.Last update: 2022-08-19
Started: 2019-07-15
Simulation
Rendered fromsimulation.Rmd
usingknitr::rmarkdown
on Dec 01 2024.Last update: 2020-05-04
Started: 2019-07-15