Package: MARX
Title: Simulation, Estimation, Model Selection and Forecasting for MARX
        Models
Version: 0.2
Date: 2018-04-24
Authors@R: c(person("Sean", "Telg", email = "j.telg@maastrichtuniversity.nl", role = c("aut","cre","cph")), person("Alain", "Hecq", email = "a.hecq@maastrichtuniversity.nl", role = "ctb"), person("Lenard", "Lieb", email = "l.lieb@maastrichtuniversity.nl", role = "ctb"))
Author: Sean Telg [aut, cre, cph],
  Alain Hecq [ctb],
  Lenard Lieb [ctb]
Maintainer: Sean Telg <j.telg@maastrichtuniversity.nl>
Description: Simulate, estimate (by t-MLE), select and forecast mixed causal-noncausal autoregressive models with possibly exogenous regressors, using methods proposed in Lanne and Saikkonen (2011) <doi:10.2202/1941-1928.1080> and Hecq et al. (2016) <doi:10.15609/annaeconstat2009.123-124.0307>.
Imports: matlab, fBasics, tseries, stabledist, metRology
License: GPL-2
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2018-04-24 18:10:29 UTC; stelg
Repository: CRAN
Date/Publication: 2018-04-24 18:44:32 UTC
Built: R 4.0.2; ; 2020-07-16 15:19:17 UTC; unix
