tsDyn

Package: tsDyn
Type: Package
Title: Nonlinear Time Series Models with Regime Switching
Version: 0.9-44
Date: 2015-05-22
Authors@R: c(person("Antonio Fabio", "Di Narzo", role = "aut"),
person("Jose Luis", "Aznarte", role = "ctb"),
person("Matthieu", "Stigler", role = c("aut","cre"), email="Matthieu.Stigler@gmail.com"))
Imports: mnormt, mgcv, nnet, tseriesChaos, tseries, utils, vars, urca,
forecast, MASS, Matrix, foreach, methods
Suggests: sm, scatterplot3d, rgl, FinTS
Maintainer: Matthieu Stigler <Matthieu.Stigler@gmail.com>
Description: Implements nonlinear autoregressive (AR) time series models. For univariate series, a non-parametric approach is available through additive nonlinear AR. Parametric modeling and testing for regime switching dynamics is available when the transition is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR). For multivariate series, one can estimate a range of TVAR or threshold cointegration TVECM models with two or three regimes. Tests can be conducted for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo 2006).
License: GPL (>= 2)
URL: http://github.com/MatthieuStigler/tsDyn/wiki
MailingList: tsdyn@googlegroups.com
NeedsCompilation: yes
Packaged: 2016-05-22 20:02:05 UTC; matifou
Author: Antonio Fabio Di Narzo [aut],
Jose Luis Aznarte [ctb],
Matthieu Stigler [aut, cre]
Repository: CRAN
Date/Publication: 2016-05-22 22:56:44

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'tsDyn' ...
** package 'tsDyn' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c llar.c -o llar.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c misc.c -o misc.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c search.c -o search.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o tsDyn.so llar.o misc.o search.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/tsDyn/libs
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'tsDyn'
    finding HTML links ... done
    BBCTest                                 html  
    DataIIPUs                               html  
    DataUsUnemp                             html  
    KapShinTest                             html  
    MAPE                                    html  
    MakeThSpec                              html  
    TVAR.LRtest                             html  
    TVAR                                    html  
    TVAR.boot                               html  
    TVAR.sim                                html  
    TVECM.HStest                            html  
    TVECM                                   html  
    TVECM.SeoTest                           html  
    TVECM.sim                               html  
    VAR.boot                                html  
    VARrep                                  html  
    VECM                                    html  
    VECM_symbolic                           html  
    aar                                     html  
    accuracy_stat                           html  
    addRegime                               html  
    autopairs                               html  
    autotriples                             html  
    autotriples.rgl                         html  
Rd warning: /tmp/RtmpvCmn6y/R.INSTALL34612b9af5d/tsDyn/man/autotriples.rgl.Rd:25: missing file link 'rgl'
    availableModels                         html  
    barry                                   html  
    coefB                                   html  
    computeGradient                         html  
    delta                                   html  
    delta.lin                               html  
    extendBoot                              html  
    fevd                                    html  
    fitted.nlVar                            html  
    getTh                                   html  
    irf                                     html  
    isLinear                                html  
    lags.select                             html  
    lineVar                                 html  
    linear                                  html  
    llar                                    html  
    logLik.VECM                             html  
    logLik.nlVar                            html  
    lstar                                   html  
    mse                                     html  
    nlar-methods                            html  
    nlar                                    html  
    nlar.struct                             html  
    nnet                                    html  
    oneStep                                 html  
    plot-methods                            html  
    predict.VAR                             html  
    predict.nlar                            html  
    predict_rolling                         html  
Rd warning: /tmp/RtmpvCmn6y/R.INSTALL34612b9af5d/tsDyn/man/predict_rolling.Rd:56: missing file link 'ugarchroll'
    rank.select                             html  
    rank.test                               html  
    regime                                  html  
    resVar                                  html  
    selectHyperParms                        html  
    selectSETAR                             html  
    setar                                   html  
    setar.sim                               html  
    setarTest                               html  
    sigmoid                                 html  
    star                                    html  
    toLatex.setar                           html  
    tsDyn-package                           html  
    zeroyld                                 html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (tsDyn)
Making 'packages.html' ... done