Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <doi:10.1093/jjfinec/nbp001> and extensions.
| Version: | 1.0 |
| Depends: | R (≥ 2.10), methods |
| Imports: | Rcpp (≥ 0.12.17) , xts, zoo, sandwich |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat |
| Published: | 2019-08-31 |
| Author: | Emil Sjoerup |
| Maintainer: | Emil Sjoerup <emilsjoerup at live.dk> |
| BugReports: | https://github.com/emilsjoerup/HARModel/issues |
| License: | GPL-3 |
| URL: | https://github.com/emilsjoerup/HARModel |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| CRAN checks: | HARModel results |
| Reference manual: | HARModel.pdf |
| Package source: | HARModel_1.0.tar.gz |
| Windows binaries: | r-devel: HARModel_1.0.zip, r-release: HARModel_1.0.zip, r-oldrel: HARModel_1.0.zip |
| macOS binaries: | r-release (arm64): HARModel_1.0.tgz, r-oldrel (arm64): HARModel_1.0.tgz, r-release (x86_64): HARModel_1.0.tgz, r-oldrel (x86_64): HARModel_1.0.tgz |
| Old sources: | HARModel archive |
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