Installation
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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 |
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Maintainer
Maintainer | Itamar Caspi |