Package: MARX
Title: Simulation, Estimation and Selection of MARX Models
Version: 0.1
Date: 2017-06-16
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) and select 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
License: GPL-2
Encoding: UTF-8
LazyData: true
RoxygenNote: 5.0.1
Packaged: 2017-06-16 09:35:36 UTC; Sean
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2017-06-16 20:10:49 UTC
