psymonitor (0.0.2)

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Real Time Monitoring of Asset Markets: Bubbles and Crisis.

https://github.com/itamarcaspi/psymonitor
http://cran.r-project.org/web/packages/psymonitor

Apply the popular real-time monitoring strategy proposed by Phillips, Shi and Yu (2015a,b;PSY) , , along with a new bootstrap procedure designed to mitigate the potential impact of heteroskedasticity and to effect family-wise size control in recursive testing algorithms (Phillips and Shi, forthcoming).

Maintainer: Itamar Caspi
Author(s): Peter C.B. Phillips [aut], Shuping Shi [aut], Itamar Caspi [aut, cre]

License: GPL-3

Uses: doParallel, foreach, magrittr, ggplot2, testthat, lubridate, knitr, rmarkdown, spelling

Released 5 months ago.


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