Title: Nonlinear time series models with regime switching
Diff between tsDyn versions 0.7-23 dated 2010-04-04 and 0.7-30 dated 2010-07-02
Description: Implements nonlinear autoregressive (AR) time series
models. For univariate series, a non-parametric approach is
available through additive nonlinear AR. Parametric modeling
and testing for regime switching dynamics is available when the
transition is either direct (TAR: threshold AR) or smooth
(STAR: smooth transition AR, LSTAR). For multivariate series,
one can estimate a range of TVAR or threshold cointegration
TVECM models with two or two regimes. Tests can be conducted
for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo
2006).
Author: Antonio Fabio Di Narzo, Jose Luis Aznarte, Matthieu Stigler
Maintainer: Matthieu Stigler
tsDyn-0.7-23/tsDyn/R/HanSeo_TVECM.R |only
tsDyn-0.7-23/tsDyn/R/timeVECM.R |only
tsDyn-0.7-30/tsDyn/DESCRIPTION | 21
tsDyn-0.7-30/tsDyn/DESCRIPTION3 |only
tsDyn-0.7-30/tsDyn/NAMESPACE | 12
tsDyn-0.7-30/tsDyn/R/TVAR_LRtest.R | 23
tsDyn-0.7-30/tsDyn/R/TVARestim.R | 140 ++----
tsDyn-0.7-30/tsDyn/R/TVECM.HSTest.R |only
tsDyn-0.7-30/tsDyn/R/TVECM.R | 97 +---
tsDyn-0.7-30/tsDyn/R/TVECM.sim.R | 46 +
tsDyn-0.7-30/tsDyn/R/VECM.rankestim.R |only
tsDyn-0.7-30/tsDyn/R/lineVar.R | 443 ++++++++++---------
tsDyn-0.7-30/tsDyn/R/nlVar-methods.R | 102 ++--
tsDyn-0.7-30/tsDyn/R/star.R | 7
tsDyn-0.7-30/tsDyn/data/barry.R |only
tsDyn-0.7-30/tsDyn/inst/ChangeLog | 11
tsDyn-0.7-30/tsDyn/inst/doc/ClusterTime.pdf |only
tsDyn-0.7-30/tsDyn/inst/doc/GeneralBiblio.bib | 21
tsDyn-0.7-30/tsDyn/inst/doc/ThCointOverview.Rnw | 176 ++++---
tsDyn-0.7-30/tsDyn/inst/doc/ThCointOverview.pdf |binary
tsDyn-0.7-30/tsDyn/inst/doc/orthographe.txt |only
tsDyn-0.7-30/tsDyn/inst/doc/tsDyn.pdf |binary
tsDyn-0.7-30/tsDyn/man/MakeThSpec.Rd | 16
tsDyn-0.7-30/tsDyn/man/TVAR.LRtest.Rd | 2
tsDyn-0.7-30/tsDyn/man/TVAR.Rd | 5
tsDyn-0.7-30/tsDyn/man/TVAR.sim.Rd | 5
tsDyn-0.7-30/tsDyn/man/TVECM.HSTest.Rd |only
tsDyn-0.7-30/tsDyn/man/TVECM.Rd | 22
tsDyn-0.7-30/tsDyn/man/TVECM.SeoTest.Rd | 18
tsDyn-0.7-30/tsDyn/man/TVECM.sim.Rd | 2
tsDyn-0.7-30/tsDyn/man/VAR.sim.Rd | 5
tsDyn-0.7-30/tsDyn/man/VECM.Rd |only
tsDyn-0.7-30/tsDyn/man/barry.Rd |only
tsDyn-0.7-30/tsDyn/man/lineVar.Rd | 14
tsDyn-0.7-30/tsDyn/man/setar.sim.Rd | 6
tsDyn-0.7-30/tsDyn/man/star.Rd | 23
tsDyn-0.7-30/tsDyn/man/zeroyld.Rd | 2
tsDyn-0.7-30/tsDyn/tests/00SetarAndFriends.Rout.save | 95 +---
tsDyn-0.7-30/tsDyn/tests/Rplots.pdf |only
tsDyn-0.7-30/tsDyn/tests/TVECM_HSTEST.R |only
tsDyn-0.7-30/tsDyn/tests/TVECM_HSTEST.Rout.save |only
tsDyn-0.7-30/tsDyn/tests/VECM.R |only
tsDyn-0.7-30/tsDyn/tests/VECM.Rout.save |only
tsDyn-0.7-30/tsDyn/tests/toMlm.R |only
tsDyn-0.7-30/tsDyn/tests/toMlm.Rout.save |only
45 files changed, 712 insertions(+), 602 deletions(-)
Title: Toolkit implementation of gWidgets for tcltk package
Diff between gWidgetstcltk versions 0.0-36 dated 2010-06-25 and 0.0-37 dated 2010-07-02
Description: Port of gWidgets API to the tcltk package. Requires TK 8.5
or greater for the tile (ttk)widgets
http://www.tcl.tk/software/tcltk/8.5.tml. This is default on
Windows. Under linux, it must be installed. Under Mac OS X
(10.5) it must be upgraded. See www.tcl.tk to download source.
Under the Mac it compiles and installs cleanly.
Author: John Verzani
Maintainer: John Verzani
ChangeLog | 4 ++++
DESCRIPTION | 8 +++++---
NEWS | 8 +++++++-
R/gfile.R | 34 +++++++++++++++++++++++++++-------
4 files changed, 43 insertions(+), 11 deletions(-)
Title: Dictionaries for reading survey microdata from IBGE
Diff between dicionariosIBGE versions 1.0 dated 2010-06-08 and 1.1 dated 2010-07-02
More information about dicionariosIBGE at CRAN
Description: This package contains dictionaries for reading microdata
from IBGE (Brazilian Institute of Geography and Statistics)
surveys PNAD, PME and POF.
Author: Erick Fonseca
Maintainer: Erick Fonseca
DESCRIPTION | 6 +++---
data/dicPOF2008.2009.rda |only
man/dicPOF.Rd | 18 +++++++++++++++++-
man/dicionariosIBGE-package.Rd | 4 ++--
4 files changed, 22 insertions(+), 6 deletions(-)
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