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 MartÃnez-GarcÃa [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: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=exuber to link to this page.
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