exuber: Econometric Analysis of Explosive Time Series

Testing for and dating periods of explosive dynamics (exuberance) in time series using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) <doi:10.1111/iere.12132> and Pavlidis et al. (2016) <doi:10.1007/s11146-015-9531-2>.The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix inversion which results in significant speed improvements. Simulation of a variety of periodically-collapsing bubble processes. Details can be found in Vasilopoulos et al. (2022) <doi:10.18637/jss.v103.i10>.

Version:	1.0.2
Depends:	R (≥ 3.2)
Imports:	cli (≥ 1.1.0), doRNG (≥ 1.8.2), doSNOW (≥ 1.0.16), dplyr (≥ 1.0.0), foreach (≥ 1.4.4), generics (≥ 0.0.2), ggplot2 (≥ 3.1.1), glue (≥ 1.3.1), lubridate (≥ 1.7.4), parallel, purrr (≥ 0.3.2), Rcpp (≥ 0.12.17), rlang (≥ 0.3.4), tibble (≥ 3.0.2), tidyr (≥ 0.8.3), progress (≥ 1.2.2)
LinkingTo:	Rcpp (≥ 1.0.1), RcppArmadillo (≥ 0.9.400.2.0)
Suggests:	magrittr (≥ 1.5), clisymbols (≥ 1.2.0), covr (≥ 3.2.1), exuberdata (≥ 0.2.0), forcats (≥ 0.5.0), gridExtra (≥ 2.3), knitr (≥ 1.22), rmarkdown (≥ 1.12), spelling (≥ 2.1), stringr (≥ 1.4.0), testthat (≥ 2.1.1), withr (≥ 2.1.2)
Published:	2023-03-22
DOI:	10.32614/CRAN.package.exuber
Author:	Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut], Enrique Martínez-García [aut], Simon Spavound [aut]
Maintainer:	Kostas Vasilopoulos <k.vasilopoulo at gmail.com>
BugReports:	https://github.com/kvasilopoulos/exuber/issues
License:	GPL-3
URL:	https://github.com/kvasilopoulos/exuber
NeedsCompilation:	yes
Additional_repositories:	https://kvasilopoulos.github.io/drat
Language:	en-US
Citation:	exuber citation info
Materials:	README NEWS
CRAN checks:	exuber results

Documentation:

Reference manual:	exuber.pdf
Vignettes:	Intro to exuber Plotting with exuber Simulation

Downloads:

Package source:	exuber_1.0.2.tar.gz
Windows binaries:	r-devel: exuber_1.0.2.zip, r-release: exuber_1.0.2.zip, r-oldrel: exuber_1.0.2.zip
macOS binaries:	r-release (arm64): exuber_1.0.2.tgz, r-oldrel (arm64): exuber_1.0.2.tgz, r-release (x86_64): exuber_1.0.2.tgz, r-oldrel (x86_64): exuber_1.0.2.tgz
Old sources:	exuber archive

Linking:

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