QPBoot (0.2)

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Model Validation using Quantile Spectral Analysis and Parametric Bootstrap.

http://cran.r-project.org/web/packages/QPBoot

Provides functionality for model validation by computing a parametric bootstrap and comparing the Quantile Spectral Densities.

Maintainer: Stefan Birr
Author(s): Stefan Birr [aut, cre]

License: GPL (>= 2)

Uses: abind, quantspec, rugarch

Released almost 2 years ago.


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