psymonitor: Real Time Monitoring of Asset Markets: Bubbles and Crisis

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

Downloads:

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
OS X binaries: r-release: psymonitor_0.0.2.tgz, r-oldrel: psymonitor_0.0.2.tgz
Old sources: psymonitor archive

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