Type: Package
Package: psymonitor
Title: Real Time Monitoring of Asset Markets: Bubbles and Crisis
Version: 0.0.2
Authors@R: 
    c(person(given = "Peter",
             family = "C.B. Phillips",
             role = "aut"),
      person(given = "Shuping",
             family = "Shi",
             role = "aut"),
      person(given = "Itamar",
             family = "Caspi",
             role = c("aut", "cre"),
             email = "caspi.itamar@gmail.com"))
Description: Apply the popular real-time monitoring strategy
    proposed by Phillips, Shi and Yu (2015a,b;PSY) <doi:10.1111/iere.12132>, <doi:10.1111/iere.12131>, 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).
License: GPL-3
URL: https://github.com/itamarcaspi/psymonitor
BugReports: https://github.com/itamarcaspi/psymonitor/issues
Depends: R (>= 3.2.0)
Imports: doParallel, foreach, magrittr, parallel
Suggests: ggplot2, knitr, lubridate, rmarkdown, spelling, testthat,
VignetteBuilder: knitr
Encoding: UTF-8
Language: en-US
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2019-03-19 19:22:20 UTC; user
Author: Peter C.B. Phillips [aut],
  Shuping Shi [aut],
  Itamar Caspi [aut, cre]
Maintainer: Itamar Caspi <caspi.itamar@gmail.com>
Repository: CRAN
Date/Publication: 2019-03-20 07:00:03 UTC
Built: R 4.0.2; ; 2020-07-16 09:44:08 UTC; unix
