Package: MultipleBubbles 0.2.0

MultipleBubbles: Test and Detection of Explosive Behaviors for Time Series

Provides the Augmented Dickey-Fuller test and its variations to check the existence of bubbles (explosive behavior) for time series, based on the article by Peter C. B. Phillips, Shuping Shi and Jun Yu (2015a) <doi:10.1111/iere.12131>. Some functions may take a while depending on the size of the data used, or the number of Monte Carlo replications applied.

Authors:Pedro Araujo <[email protected]> Gustavo Lacerda <[email protected]> Peter C.B. Phillips <[email protected]> Shu-Ping Shi <[email protected]>

MultipleBubbles_0.2.0.tar.gz
MultipleBubbles_0.2.0.zip(r-4.7-any)MultipleBubbles_0.2.0.zip(r-4.6-any)MultipleBubbles_0.2.0.zip(r-4.5-any)
MultipleBubbles_0.2.0.tgz(r-4.6-any)MultipleBubbles_0.2.0.tgz(r-4.5-any)
MultipleBubbles_0.2.0.tar.gz(r-4.7-any)MultipleBubbles_0.2.0.tar.gz(r-4.6-any)
MultipleBubbles_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
MultipleBubbles/json (API)

# Install 'MultipleBubbles' in R:
install.packages('MultipleBubbles', repos = c('https://pedroharaujo.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.89 score 7 stars 11 scripts 281 downloads 8 exports 4 dependencies

Last updated from:829af7bfb7. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK117
source / vignettesOK150
linux-releaseOK118
macos-releaseOK164
macos-oldrelOK157
windows-develOK67
windows-releaseOK59
windows-oldrelOK58
wasm-releaseOK99

Exports:ADF_FLADF_ICbadfbsadfDGPgsadfsadfsadf_gsadf

Dependencies:codetoolsforeachiteratorsMASS