BayesianTools, chirps, datasets, daymetr, FedData, ggplot2,
GSODR, listviewer, maps, mvtnorm, nasapower, nloptr, reactR,
rmarkdown, sensitivity, soilDB, sp, spData, sf, ucminf

apsrtable model-output formatter for social science
Formats latex tables from one or more model objects side-by-side with standard errors below, not unlike tables found in such journals as the American Political Science Review.

Formats latex tables from one or more model objects
side-by-side with standard errors below, not unlike tables
found in such journals as the American Political Science
Review.

This package focuses on asymmetric price transmission
(APT) between two time series. This package contains functions
for linear and nonlinear threshold cointegration, and
furthermore, symmetric and asymmetric error correction model.

This package focuses on asymmetric price transmission
(APT) between two time series. It contains functions for linear
and nonlinear threshold cointegration, and furthermore,
symmetric and asymmetric error correction model.

This package focuses on asymmetric price transmission (APT) between two time series. It contains functions for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.

This package focuses on asymmetric price transmission (APT) between two time series. It contains functions for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model. A graphical user interface is also included for major functions included in the package, so users can also use these functions in a more intuitive way.

Asymmetric price transmission between two time series is assessed. Several functions are available for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model. A graphical user interface is also included for major functions included in the package, so users can also use these functions in a more intuitive way.

Asymmetric price transmission between two time series is assessed. Several functions are available for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.