Package for time series analysis
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
In addition, the following people have contributed
code, bug reports, and documentation:
D. Eddelbuettel, K. Hornik, W. Koller
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,
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