https://github.com/cran/tseries
Revision 2503f5ea06cd1396fa6cdeb3287a90759bd7c577 authored by Adrian Trapletti on 14 July 2001, 00:00:00 UTC, committed by Gabor Csardi on 14 July 2001, 00:00:00 UTC
1 parent 8580b90
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Tip revision: 2503f5ea06cd1396fa6cdeb3287a90759bd7c577 authored by Adrian Trapletti on 14 July 2001, 00:00:00 UTC
version 0.7-4
Tip revision: 2503f5e
README
Package for time series analysis with emphasis on non-linear modelling

Authors:
  B. LeBaron (./src/bdstest.c)
  D. M. Gay (./src/dsumsl.f),
  K. Krischer and T. M. Kruel (./src/muin2ser.f,
     ./misc/mutinfo-1.21b.tar.gz)
  The remainder is by A. Trapletti

License: GPL, except ./src/muin2ser.f and ./misc which are free for 
  non-commercial purposes. Only the function amif depends 
  on the non GPLed code.

Depends on the following R packages:
  ts (included in the R distribution),
  white.test needs package mva, 
  portfolio.optim needs package quadprog,
  get.hist.quote needs package chron.

The package has been tested using the following environment:
  Suse 7.0
  Linux version 2.2.16
  g77 version 2.95.2 19991024 (release)
  gcc version 2.95.2 19991024 (release)
  R : Version 1.3.0
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