Package: JumpTest
Type: Package
Title: Financial Jump Detection
Version: 1.1
Date: 2019-01-14
Author: Kaiqiao Li [aut, cre],
  Pei Fen Kuan [aut],
  Kan He [ctb],
  Lizhou Nie [ctb],
  Wei Zhu [ctb]
Maintainer: Kaiqiao Li <kaiqiao.li@stonybrook.edu>
Description: A fast simulation on stochastic volatility model, with jump tests, p-values pooling, and FDR adjustments.
License: MIT + file LICENSE
Imports: Rcpp (>= 1.0.0), methods, stats
LinkingTo: Rcpp, RcppEigen
Depends: R (>= 3.5.0), MASS
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 6.1.1
NeedsCompilation: yes
Packaged: 2019-01-14 19:52:45 UTC; Prob
Repository: CRAN
Date/Publication: 2019-01-14 20:40:03 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-16 08:07:59 UTC; unix
Archs: JumpTest.so.dSYM
