https://github.com/cran/FinTS
Tip revision: 602c094dcecf3042c25f8d367fa959aa601ae8af authored by Spencer Graves on 12 January 2009, 00:00:00 UTC
version 0.4-4
version 0.4-4
Tip revision: 602c094
README
The follow describes how different packages are used.
DEPENDS:
zoo: Many data objects are of class 'zoo'. This is used
extensively in 'FinTS'.
fUtilities: 'skewness' and 'kurtosis' are called from
'FinTS.stats'. The 'fUtilities' skewness and kurtosis
functions are generic and try to do more things but contain
bugs. However, 'fUtilities' is required by 'fUnitRoots'.
Therefore, it is used for 'skewness' and 'kurtosis' also
to reduce 'DEPENDS'.
chron: component 'date.time' in 'ibm' used in chapter 5 is of
class 'chron'.
polynom: 'solve.polynomial' is used by 'plotArmaTrueacf' to find
complex conjugates.
fUnitRoots: Function 'adfTest' is used by 'Unitroot'.
SUGGESTS:
moments: Used in 'ch01.R'.
distEx: Used in 'ch01.R'.
tseries: Used in 'ch02.R'.
urca: Used in 'ch02.R'.
uroot: Used in 'ch02.R'.
fCalendar: 'holidaysNYSE' is used in 'scripts\create-ch08.R',
'*-ch10.R' and '*-ch11.R'.
lmtest: 'coeftest' used in 'ch02.R'
sandwich: 'vcovHC' used in 'ch02.R'
##################################
##
## Previous 'DEPENDS' and 'SUGGESTS'
## removed as apparently no longer needed.
##
##################################
PREVIOUS DEPENDS:
e1071: Was used for 'skewness' and 'kurtosis' in 'FinTS.stats'.
However, these functions are masked by functions of the same
names in 'fUtilities', which is required by 'fUnitRoots'.
Since 'fUtilities' is loaded anyway, I chanded 'DEPENDS' to
use that instead. I
Therefore, it's not clear if this is even needed.
PREVIOUS SUGGESTS:
logSpline: At one time, this was used in one of the scripts files.
However, I can't find it now, and I may have deleted it.
##############################