CRAN/E | psymonitor

psymonitor

Real Time Monitoring of Asset Markets

Installation

About

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).

Citation psymonitor citation info
github.com/itamarcaspi/psymonitor
Bug report File report

Key Metrics

Version 0.0.2
R ≥ 3.2.0
Published 2019-03-20 2028 days ago
Needs compilation? no
License GPL-3
CRAN checks psymonitor results
Language en-US

Downloads

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Maintainer

Maintainer

Itamar Caspi

Authors

Peter C.B. Phillips

aut

Shuping Shi

aut

Itamar Caspi

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

Real-Time Monitoring of Crisis: The European Sovereign Sector
Real-Time Monitoring of Bubbles: The S&P 500

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

psymonitor archive

Depends

R ≥ 3.2.0

Imports

doParallel
foreach
magrittr
parallel

Suggests

ggplot2
knitr
lubridate
rmarkdown
spelling
testthat