DESCRIPTION

Type: Package
Package: rtadfr
Title: Testing for Bubbles with R
Version: 0.1.0.9100
Authors@R: person("Itamar", "Caspi", email = "caspi.itamar@gmail.com", role = c("aut", "cre"))
Maintainer: Itamar Caspi <caspi.itamar@gmail.com>
Description: rtadfr (right-tail augmented Dickey-Fuller with R), an R package that facilitates
              the performance of time series based tests that help detect and date-stamp asset price bubbles.
              The detection strategy is based on a right-tail variation of the standard augmented Dickey-Fuller (ADF) test
              where the alternative hypothesis is of a mildly explosive process. Rejection of the null in each of these
              tests may serve as empirical evidence for an asset price bubble. The package implements three types
              of tests: standard ADF, supremum ADF (SADF; Phillips, Wu, and Yu 2011) 
              and generalized SADF (GSADF; Phillips, Shi, and Yu 2015). The package provides critical and p values
              based on either super-fast surface function approximations or on Monte Carlo simulations.
License: GPL-3
Language: en-US
URL: https://github.com/itamarcaspi/rtadfr
BugReports: https://github.com/itamarcaspi/rtadfr/issues
Depends: 
    R (>= 2.10)
Imports: 
    doRNG (>= 1.7.1),
    foreach (>= 1.4.4),
    RcppEigen (>= 0.3.3.4.0),
    urca (>= 1.3.0)
Suggests: 
    testthat (>= 2.0.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1