Package: HDTSA
Type: Package
Title: High Dimensional Time Series Analysis Tools
Version: 1.0.1
Authors@R: c(person("Chen", "Lin", role = c("aut", "cre"), 
    email = "linchen@smail.swufe.edu.cn"),
    person("Guanghui", "Cheng", role = "aut", email = "chenggh845@nenu.edu.cn"),
    person("Jinyuan", "Chang", role = "aut", email = "changjinyuan.swufe.edu.cn"),
    person("Qiwei ", "Yao", role = "aut", email = "q.yao@lse.ac.uk"))
Date: 2021-11-08
Author: Chen Lin [aut, cre],
  Guanghui Cheng [aut],
  Jinyuan Chang [aut],
  Qiwei Yao [aut]
Maintainer: Chen Lin <linchen@smail.swufe.edu.cn>
Description: Procedures for high-dimensional time series analysis including factor analysis proposed by Lam and Yao (2012) <doi:10.1214/12-AOS970> and Chang, Guo and Yao (2015) <doi:10.1016/j.jeconom.2015.03.024>, martingale difference test proposed by Chang, Jiang and Shao (2021) preprint, principal component analysis proposed by Chang, Guo and Yao (2018) <doi:10.1214/17-AOS1613>, unit root test proposed by Chang, Cheng and Yao (2021) <arXiv:2006.07551> and white noise test proposed by Chang, Yao and Zhou (2017) <doi:10.1093/biomet/asw066>.
License: GPL-3
Depends: R (>= 3.5.0)
Imports: stats, Rcpp, clime, sandwich
LinkingTo: Rcpp, RcppEigen
Suggests: knitr
NeedsCompilation: yes
RoxygenNote: 7.1.1
Encoding: UTF-8
URL: https://github.com/Linc2021/HDTSA
BugReports: https://github.com/Linc2021/HDTSA/issues
Repository: CRAN
Packaged: 2021-11-08 09:18:11 UTC; linchen
Date/Publication: 2021-11-08 09:50:02 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2021-11-09 11:37:09 UTC; unix
Archs: HDTSA.so.dSYM
