https://github.com/cran/FinTS
Revision 7fb0f52984cd0fe1d03a7df8fdc559354b1dca0e authored by Spencer Graves on 02 January 2008, 00:00:00 UTC, committed by Gabor Csardi on 02 January 2008, 00:00:00 UTC
1 parent e6022b6
Tip revision: 7fb0f52984cd0fe1d03a7df8fdc559354b1dca0e authored by Spencer Graves on 02 January 2008, 00:00:00 UTC
version 0.2-5
version 0.2-5
Tip revision: 7fb0f52
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.
fCalendar: 'holidayNYSE' used in 'scripts\create-ch08.R',
-ch10.R and -ch11.R. I don't think it's needed beyond that.
If not, it should be moved to 'SUGGESTS'.
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.
##############################
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