Author: Bernhard Pfaff
Title: VAR Modelling
Description: Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR/SVEC models.
Diff between vars versions 1.4-0 dated 2008-07-11 and 1.4-1 dated 2008-11-29
vars-1.4-0/vars/inst/doc/Rplots.pdf |only vars-1.4-0/vars/inst/doc/vars.tex |only vars-1.4-1/vars/DESCRIPTION | 7 +- vars-1.4-1/vars/R/VAR.R | 3 + vars-1.4-1/vars/inst/ChangeLog | 7 ++ vars-1.4-1/vars/inst/book-ex/Rcode-1-1.R | 20 +++---- vars-1.4-1/vars/inst/book-ex/Rcode-1-2.R | 44 ++++++++--------- vars-1.4-1/vars/inst/book-ex/Rcode-1-3.R | 76 +++++++++++++++--------------- vars-1.4-1/vars/inst/book-ex/Rcode-2-10.R | 12 ++-- vars-1.4-1/vars/inst/book-ex/Rcode-2-11.R | 12 ++-- vars-1.4-1/vars/inst/book-ex/Rcode-2-2.R | 52 ++++++++++---------- vars-1.4-1/vars/inst/book-ex/Rcode-2-4.R | 6 +- vars-1.4-1/vars/inst/book-ex/Rcode-2-8.R | 56 +++++++++++----------- vars-1.4-1/vars/inst/book-ex/Rcode-2-9.R | 50 +++++++++---------- vars-1.4-1/vars/inst/book-ex/Rcode-3-1.R | 42 ++++++++-------- vars-1.4-1/vars/inst/book-ex/Rcode-3-2.R | 44 ++++++++--------- vars-1.4-1/vars/inst/book-ex/Rcode-3-3.R | 24 ++++----- vars-1.4-1/vars/inst/book-ex/Rcode-3-4.R | 18 +++---- vars-1.4-1/vars/inst/book-ex/Rcode-4-1.R | 18 +++---- vars-1.4-1/vars/inst/book-ex/Rcode-4-2.R | 28 +++++------ vars-1.4-1/vars/inst/book-ex/Rcode-4-3.R | 42 ++++++++-------- vars-1.4-1/vars/inst/book-ex/Rcode-4-4.R | 20 +++---- vars-1.4-1/vars/inst/book-ex/Rcode-5-1.R | 18 +++---- vars-1.4-1/vars/inst/book-ex/Rcode-5-2.R | 24 ++++----- vars-1.4-1/vars/inst/book-ex/Rcode-5-3.R | 24 ++++----- vars-1.4-1/vars/inst/book-ex/Rcode-5-4.R | 14 ++--- vars-1.4-1/vars/inst/book-ex/Rcode-5-5.R | 12 ++-- vars-1.4-1/vars/inst/book-ex/Rcode-6-1.R | 18 +++---- vars-1.4-1/vars/inst/book-ex/Rcode-6-2.R | 16 +++--- vars-1.4-1/vars/inst/book-ex/Rcode-6-3.R | 34 ++++++------- vars-1.4-1/vars/inst/book-ex/Rcode-7-1.R | 54 ++++++++++----------- vars-1.4-1/vars/inst/book-ex/Rcode-7-2.R | 24 ++++----- vars-1.4-1/vars/inst/book-ex/Rcode-7-3.R | 30 +++++------ vars-1.4-1/vars/inst/book-ex/Rcode-8-1.R | 26 +++++----- vars-1.4-1/vars/inst/book-ex/Rcode-8-10.R | 2 vars-1.4-1/vars/inst/book-ex/Rcode-8-11.R | 58 +++++++++++----------- vars-1.4-1/vars/inst/book-ex/Rcode-8-12.R | 12 ++-- vars-1.4-1/vars/inst/book-ex/Rcode-8-13.R | 40 +++++++-------- vars-1.4-1/vars/inst/book-ex/Rcode-8-14.R | 32 ++++++------ vars-1.4-1/vars/inst/book-ex/Rcode-8-15.R | 14 ++--- vars-1.4-1/vars/inst/book-ex/Rcode-8-16.R | 12 ++-- vars-1.4-1/vars/inst/book-ex/Rcode-8-17.R | 2 vars-1.4-1/vars/inst/book-ex/Rcode-8-2.R | 18 +++---- vars-1.4-1/vars/inst/book-ex/Rcode-8-3.R | 16 +++--- vars-1.4-1/vars/inst/book-ex/Rcode-8-4.R | 12 ++-- vars-1.4-1/vars/inst/book-ex/Rcode-8-5.R | 8 +-- vars-1.4-1/vars/inst/book-ex/Rcode-8-6.R | 8 +-- vars-1.4-1/vars/inst/book-ex/Rcode-8-7.R | 16 +++--- vars-1.4-1/vars/inst/book-ex/Rcode-8-8.R | 8 +-- vars-1.4-1/vars/inst/book-ex/Rcode-8-9.R | 38 +++++++-------- vars-1.4-1/vars/inst/book-ex/ex2.tar.gz |binary vars-1.4-1/vars/inst/doc/vars.pdf |binary 52 files changed, 591 insertions(+), 580 deletions(-)
Author: Bernhard Pfaff
Diff between urca versions 1.1-7 dated 2008-07-11 and 1.2-1 dated 2008-11-29
Title: Unit root and cointegration tests for time series data
Description: Unit root and cointegration tests encountered in applied
econometric analysis are implemented.
urca-1.1-7/urca/inst/inst |only
urca-1.2-1/urca/DESCRIPTION | 7 +-
urca-1.2-1/urca/NAMESPACE | 3 -
urca-1.2-1/urca/R/internal.R | 1
urca-1.2-1/urca/R/methods-show.R | 2
urca-1.2-1/urca/inst/CITATION | 6 +-
urca-1.2-1/urca/inst/ChangeLog | 17 +++++-
urca-1.2-1/urca/inst/Rcmdr |only
urca-1.2-1/urca/inst/book-ex/Rcode-1-1.R | 20 +++----
urca-1.2-1/urca/inst/book-ex/Rcode-1-2.R | 44 ++++++++---------
urca-1.2-1/urca/inst/book-ex/Rcode-1-3.R | 76 +++++++++++++++---------------
urca-1.2-1/urca/inst/book-ex/Rcode-2-10.R | 12 ++--
urca-1.2-1/urca/inst/book-ex/Rcode-2-11.R | 12 ++--
urca-1.2-1/urca/inst/book-ex/Rcode-2-2.R | 52 ++++++++++----------
urca-1.2-1/urca/inst/book-ex/Rcode-2-4.R | 6 +-
urca-1.2-1/urca/inst/book-ex/Rcode-2-8.R | 56 +++++++++++-----------
urca-1.2-1/urca/inst/book-ex/Rcode-2-9.R | 50 +++++++++----------
urca-1.2-1/urca/inst/book-ex/Rcode-3-1.R | 42 ++++++++--------
urca-1.2-1/urca/inst/book-ex/Rcode-3-2.R | 44 ++++++++---------
urca-1.2-1/urca/inst/book-ex/Rcode-3-3.R | 24 ++++-----
urca-1.2-1/urca/inst/book-ex/Rcode-3-4.R | 18 +++----
urca-1.2-1/urca/inst/book-ex/Rcode-4-1.R | 18 +++----
urca-1.2-1/urca/inst/book-ex/Rcode-4-2.R | 28 +++++------
urca-1.2-1/urca/inst/book-ex/Rcode-4-3.R | 42 ++++++++--------
urca-1.2-1/urca/inst/book-ex/Rcode-4-4.R | 20 +++----
urca-1.2-1/urca/inst/book-ex/Rcode-5-1.R | 18 +++----
urca-1.2-1/urca/inst/book-ex/Rcode-5-2.R | 24 ++++-----
urca-1.2-1/urca/inst/book-ex/Rcode-5-3.R | 24 ++++-----
urca-1.2-1/urca/inst/book-ex/Rcode-5-4.R | 14 ++---
urca-1.2-1/urca/inst/book-ex/Rcode-5-5.R | 12 ++--
urca-1.2-1/urca/inst/book-ex/Rcode-6-1.R | 18 +++----
urca-1.2-1/urca/inst/book-ex/Rcode-6-2.R | 16 +++---
urca-1.2-1/urca/inst/book-ex/Rcode-6-3.R | 34 ++++++-------
urca-1.2-1/urca/inst/book-ex/Rcode-7-1.R | 54 ++++++++++-----------
urca-1.2-1/urca/inst/book-ex/Rcode-7-2.R | 24 ++++-----
urca-1.2-1/urca/inst/book-ex/Rcode-7-3.R | 30 +++++------
urca-1.2-1/urca/inst/book-ex/Rcode-8-1.R | 26 +++++-----
urca-1.2-1/urca/inst/book-ex/Rcode-8-10.R | 2
urca-1.2-1/urca/inst/book-ex/Rcode-8-11.R | 58 +++++++++++-----------
urca-1.2-1/urca/inst/book-ex/Rcode-8-12.R | 12 ++--
urca-1.2-1/urca/inst/book-ex/Rcode-8-13.R | 40 +++++++--------
urca-1.2-1/urca/inst/book-ex/Rcode-8-14.R | 32 ++++++------
urca-1.2-1/urca/inst/book-ex/Rcode-8-15.R | 14 ++---
urca-1.2-1/urca/inst/book-ex/Rcode-8-16.R | 12 ++--
urca-1.2-1/urca/inst/book-ex/Rcode-8-17.R | 2
urca-1.2-1/urca/inst/book-ex/Rcode-8-2.R | 18 +++----
urca-1.2-1/urca/inst/book-ex/Rcode-8-3.R | 16 +++---
urca-1.2-1/urca/inst/book-ex/Rcode-8-4.R | 12 ++--
urca-1.2-1/urca/inst/book-ex/Rcode-8-5.R | 8 +--
urca-1.2-1/urca/inst/book-ex/Rcode-8-6.R | 8 +--
urca-1.2-1/urca/inst/book-ex/Rcode-8-7.R | 16 +++---
urca-1.2-1/urca/inst/book-ex/Rcode-8-8.R | 8 +--
urca-1.2-1/urca/inst/book-ex/Rcode-8-9.R | 38 +++++++--------
urca-1.2-1/urca/inst/book-ex/ex2.tar.gz |binary
54 files changed, 602 insertions(+), 588 deletions(-)
Author: Donghoh Kim
Diff between CVThresh versions 1.0.5 dated 2006-10-04 and 1.1.0 dated 2008-11-29
Title: Level-Dependent Cross-Validation Thresholding
Description: This package carries out level-dependent
cross-validation method for the selection of thresholding
value in wavelet shrinkage. This procedure is implemented
by coupling a conventional cross validation with an
imputation method due to a limitation of data length,
a power of 2. It can be easily applied to classical
leave-one-out and k-fold cross validation.
Since the procedure is computationally fast,
a level-dependent cross validation can be performed for
wavelet shrinkage of various data such as a data
with correlated errors.
DESCRIPTION | 10 +++++-----
R/CVThresh.R | 14 ++++++++------
man/cvwavelet.image.Rd | 2 +-
3 files changed, 14 insertions(+), 12 deletions(-)