Package: autovarCore
Type: Package
Title: Automated Vector Autoregression Models and Networks
Version: 1.0-0
Date: 2015-06-29
Authors@R: c(person("Ando","Emerencia",role = c("aut","cre"),
    email = "ando.emerencia@gmail.com"))
BugReports: https://github.com/roqua/autovarcore/issues
Maintainer: Ando Emerencia <ando.emerencia@gmail.com>
Description: Automatically find the best vector autoregression
    models and networks for a given time series data set. 'AutovarCore'
    evaluates eight kinds of models: models with and without log
    transforming the data, lag 1 and lag 2 models, and models with and
    without day dummy variables. For each of these 8 model configurations,
    'AutovarCore' evaluates all possible combinations for including
    outlier dummies (at 2.5x the standard deviation of the residuals)
    and retains the best model. Model evaluation includes the Eigenvalue
    stability test and a configurable set of residual tests. These eight
    models are further reduced to four models because 'AutovarCore'
    determines whether adding day dummies improves the model fit.
License: MIT + file LICENSE
Suggests: testthat, roxygen2
Imports: Rcpp (>= 0.11.4), Amelia, jsonlite, parallel, stats, urca,
        vars
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2015-07-01 11:54:26 UTC; ando
Author: Ando Emerencia [aut, cre]
Repository: CRAN
Date/Publication: 2015-07-01 14:41:42
