Reference manual

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install.packages("facmodTS")

1.0 by Doug Martin, a year ago


https://github.com/robustport/facmodTS


Browse source code at https://github.com/cran/facmodTS


Authors: Doug Martin [cre, aut] , Eric Zivot [aut] , Sangeetha Srinivasan [aut] , Avinash Acharya [ctb] , Yi-An Chen [ctb] , Kirk Li [ctb] , Lingjie Yi [ctb] , Justin Shea [ctb] , Mido Shammaa [ctb] , Jon Spinney [ctb]


Documentation:   PDF Manual  


GPL-2 license


Imports boot, data.table, lars, lattice, leaps, PerformanceAnalytics, PortfolioAnalytics, R.cache, corpcor, methods, quadprog, RobStatTM, robustbase, sandwich, sn, xts, zoo

Suggests corrplot, HH, lmtest, R.rsp, rugarch, strucchange, tinytest


See at CRAN