https://github.com/cran/FinTS
Tip revision: 617c1615437ff6251bd7977bdd1a74dac6b00b12 authored by Georgi N. Boshnakov on 06 April 2019, 21:33:32 UTC
version 0.4-6
version 0.4-6
Tip revision: 617c161
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.
##############################