https://github.com/cran/tseries
Tip revision: 154512e4eba7f0f29fb6701aac536b919c9dc8e6 authored by Kurt Hornik on 04 March 2003, 00:00:00 UTC
version 0.9-10
version 0.9-10
Tip revision: 154512e
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
License: GPL
Depends on the following R packages:
ts (included in the R distribution),
white.test needs package mva,
portfolio.optim needs package quadprog