Apply the popular real-time monitoring strategy proposed by Phillips, Shi and Yu (2015a,b;PSY) <doi:10.1111/iere.12132>, <doi:10.1111/iere.12131>, along with a new bootstrap procedure designed to mitigate the potential impact of heteroskedasticity and to effect family-wise size control in recursive testing algorithms (Phillips and Shi, forthcoming).
| Version: | 0.0.2 |
| Depends: | R (≥ 3.2.0) |
| Imports: | doParallel, foreach, magrittr, parallel |
| Suggests: | ggplot2, knitr, lubridate, rmarkdown, spelling, testthat |
| Published: | 2019-03-20 |
| Author: | Peter C.B. Phillips [aut], Shuping Shi [aut], Itamar Caspi [aut, cre] |
| Maintainer: | Itamar Caspi <caspi.itamar at gmail.com> |
| BugReports: | https://github.com/itamarcaspi/psymonitor/issues |
| License: | GPL-3 |
| URL: | https://github.com/itamarcaspi/psymonitor |
| NeedsCompilation: | no |
| Language: | en-US |
| Citation: | psymonitor citation info |
| Materials: | README NEWS |
| CRAN checks: | psymonitor results |
| Reference manual: | psymonitor.pdf |
| Vignettes: |
Real-Time Monitoring of Crisis: The European Sovereign Sector Real-Time Monitoring of Bubbles: The S&P 500 |
| Package source: | psymonitor_0.0.2.tar.gz |
| Windows binaries: | r-devel: psymonitor_0.0.2.zip, r-release: psymonitor_0.0.2.zip, r-oldrel: psymonitor_0.0.2.zip |
| macOS binaries: | r-release (arm64): psymonitor_0.0.2.tgz, r-oldrel (arm64): psymonitor_0.0.2.tgz, r-release (x86_64): psymonitor_0.0.2.tgz, r-oldrel (x86_64): psymonitor_0.0.2.tgz |
| Old sources: | psymonitor archive |
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