Last data update: 2014.03.03

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EvalEst : Dynamic Systems Estimation - Extensions

Package: EvalEst
Version: 2015.4-2
Title: Dynamic Systems Estimation - Extensions
Description: Provides functions for evaluating (time series) model
estimation methods. These facilitate Monte Carlo experiments of repeated
simulations and estimations. Also provides methods for
looking at the distribution of the results from these experiments,
including model roots (which are an equivalence class invariant).
Depends: R (>= 2.5.0), tfplot, dse (>= 2007.10-1)
Imports: setRNG, tframe (>= 2007.5-3)
LazyLoad: yes
License: GPL-2
Copyright: 1993-1996,1998-2011 Bank of Canada. 1997,2012-2015 Paul
Gilbert
Author: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
Maintainer: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
URL: http://tsanalysis.r-forge.r-project.org/
NeedsCompilation: no
Packaged: 2015-05-02 13:10:11 UTC; paul
Repository: CRAN
Date/Publication: 2015-05-02 16:31:02

● Data Source: CranContrib
● Cran Task View: TimeSeries
16 images, 19 functions, 0 datasets
Reverse Depends: 1

tsfa : Time Series Factor Analysis

Package: tsfa
Version: 2014.10-1
Title: Time Series Factor Analysis
Description: Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
Depends: R (>= 2.1.0), GPArotation (>= 2006.9-1), dse (>= 2006.1-1),
EvalEst (>= 2006.1-1)
Imports: setRNG (>= 2004.4-1), tframe (>= 2011.3-1), tfplot (>=
2014.2-1)
Suggests: CDNmoney, MASS
LazyLoad: yes
License: GPL-2
Copyright: 2004-2011 Bank of Canada and Erik Meijer. 2012-2014 Paul
Gilbert and Erik Meijer
Author: Paul Gilbert and Erik Meijer <pgilbert.ttv9z@ncf.ca>
Maintainer: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
URL: http://tsanalysis.r-forge.r-project.org/
NeedsCompilation: no
Packaged: 2015-04-27 19:10:37 UTC; paul
Repository: CRAN
Date/Publication: 2015-05-01 23:37:37

● Data Source: CranContrib
● Cran Task View: Econometrics, Finance, Multivariate, TimeSeries
● 0 images, 22 functions, 0 datasets
● Reverse Depends: 0