https://github.com/cran/tseries
Tip revision: d381ec2c759c2389049b7fcc535cd8047444baa0 authored by Kurt Hornik on 02 May 2016, 13:58:30 UTC
version 0.10-35
version 0.10-35
Tip revision: d381ec2
README
Package for time series analysis and computational finance
Authors:
A. Trapletti
B. LeBaron (./src/bdstest.c)
D. M. Gay (./src/dsumsl.f)
In addition, the following people have contributed
code, bug reports, and documentation:
P. Buehlmann, D. Eddelbuettel, X. G. Fan, K. Hornik, W. Koller,
F. Leisch, M. Maechler, D. Murdoch, M. Parzen, A. Shah, Matthieu Stigler,
A. Zeileis
License: GPL-2
Depends on the following R packages:
stats (included in the R distribution),
portfolio.optim needs package quadprog