Package: HDTSA
Type: Package
Title: High Dimensional Time Series Analysis Tools
Version: 1.0.3
Authors@R: c(person("Chen", "Lin", role = c("aut", "cre"), 
    email = "linchen@smail.swufe.edu.cn"),
    person("Jinyuan", "Chang", role = "aut", email = "changjinyuan.swufe.edu.cn"),
    person("Qiwei ", "Yao", role = "aut", email = "q.yao@lse.ac.uk"))
Date: 2024-06-04
Author: Chen Lin [aut, cre],
  Jinyuan Chang [aut],
  Qiwei Yao [aut]
Maintainer: Chen Lin <linchen@smail.swufe.edu.cn>
Description: Procedures for high-dimensional time series analysis including factor analysis 
      proposed by Lam and Yao (2012) <doi:10.1214/12-AOS970> and Chang, Guo and Yao (2015)
      <doi:10.1016/j.jeconom.2015.03.024>,martingale difference test proposed by 
      Chang, Jiang and Shao (2022) <doi:10.1016/j.jeconom.2022.09.001> in press,principal 
      component analysis proposed by Chang, Guo and Yao (2018) <doi:10.1214/17-AOS1613>,
      identifying cointegration proposed by Zhang, Robinson and Yao (2019)
      <doi:10.1080/01621459.2018.1458620>, unit root test proposed by Chang, Cheng and Yao (2021)
      <doi:10.1093/biomet/asab034>, white noise test proposed by Chang, Yao and Zhou (2017)
      <doi:10.1093/biomet/asw066>, CP-decomposition for high-dimensional matrix time 
      series proposed by Chang, He, Yang and Yao(2023) <doi:10.1093/jrsssb/qkac011> and
      Chang, Du, Huang and Yao (2024+), and Statistical inference for high-dimensional 
      spectral density matrix porposed by Chang, Jiang, McElroy and Shao (2023) 
      <doi:10.48550/arXiv.2212.13686>.
License: GPL-3
Depends: R (>= 3.5.0)
Imports: stats, Rcpp, clime, sandwich, methods, MASS, geigen, jointDiag
LinkingTo: Rcpp, RcppEigen
Suggests: knitr
NeedsCompilation: yes
RoxygenNote: 7.3.1
Encoding: UTF-8
URL: https://github.com/Linc2021/HDTSA
BugReports: https://github.com/Linc2021/HDTSA/issues
Repository: CRAN
Packaged: 2024-06-04 09:24:32 UTC; linchen
Date/Publication: 2024-06-04 15:30:16 UTC
Built: R 4.3.3; x86_64-apple-darwin20; 2024-06-05 01:06:12 UTC; unix
Archs: HDTSA.so.dSYM
