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>.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.2) |
| Imports: | cli (≥ 1.1.0), doRNG (≥ 1.8.2), doSNOW (≥ 1.0.16), dplyr (≥ 1.0.0), foreach (≥ 1.4.4), generics (≥ 0.0.2), ggplot2 (≥ 3.1.1), glue (≥ 1.3.1), lubridate (≥ 1.7.4), parallel, purrr (≥ 0.3.2), Rcpp (≥ 0.12.17), rlang (≥ 0.3.4), tibble (≥ 3.0.2), tidyr (≥ 0.8.3), progress (≥ 1.2.2) |
| LinkingTo: | Rcpp (≥ 1.0.1), RcppArmadillo (≥ 0.9.400.2.0) |
| Suggests: | magrittr (≥ 1.5), clisymbols (≥ 1.2.0), covr (≥ 3.2.1), exuberdata (≥ 0.2.0), forcats (≥ 0.5.0), gridExtra (≥ 2.3), knitr (≥ 1.22), rmarkdown (≥ 1.12), spelling (≥ 2.1), stringr (≥ 1.4.0), testthat (≥ 2.1.1), withr (≥ 2.1.2) |
| Published: | 2022-08-19 |
| Author: | Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut], Enrique Martínez-García [aut], Simon Spavound [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 |
| Additional_repositories: | https://kvasilopoulos.github.io/drat |
| Language: | en-US |
| Citation: | exuber citation info |
| Materials: | README NEWS |
| CRAN checks: | exuber results |
| Reference manual: | exuber.pdf |
| Vignettes: |
Intro to exuber Plotting with exuber Simulation |
| Package source: | exuber_1.0.0.tar.gz |
| Windows binaries: | r-devel: exuber_1.0.0.zip, r-release: exuber_1.0.0.zip, r-oldrel: exuber_1.0.0.zip |
| macOS binaries: | r-release (arm64): exuber_1.0.0.tgz, r-oldrel (arm64): exuber_1.0.0.tgz, r-release (x86_64): exuber_1.0.0.tgz, r-oldrel (x86_64): exuber_1.0.0.tgz |
| Old sources: | exuber archive |
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