methods, sarima, Matrix (>= 1.5-0), BB, PolynomF (>= 2.0-2),
gbutils, zoo, xts, stats4, lagged (>= 0.2.2), mcompanion,
Rdpack (>= 0.9), lubridate

S original by Trevor Hastie <hastie@stat.stanford.edu>
S+ library by Glenn De'ath <g.death@aims.gov.au>
R port by Chris Walsh <Chris.Walsh@sci.monash.edu.au>
Fits a principal curve to a numeric multivariate
dataset in arbitrary dimensions. Produces diagnostic plots.

S original by Trevor Hastie <hastie@stat.stanford.edu> S+
library by Glenn De'ath <g.death@aims.gov.au> R port by Chris
Walsh <cwalsh@unimelb.edu.au>
Fits a principal curve to a numeric multivariate dataset
in arbitrary dimensions. Produces diagnostic plots.

threshold regression and unit root test in panel data

Panel Data Regression: Threshold Model and Unit Root Tests
Threshold model, panel version of Hylleberg et al. (1990) seasonal unit root tests, and panel unit root test of Chang (2002).

Threshold Model and Unit Root Tests in Panel Data
Threshold model, panel version of Hylleberg et al.(1990) seasonal unit root tests, and panel unit root test of Chang(2002).
boot, car, coefplot, lmtest, sandwich, papeR

Threshold model, panel version of Hylleberg et al.(1990)<DOI:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang(2002)<DOI:10.1016/S0304-4076(02)00095-7>.

Threshold Model and Unit Root Tests in Cross-section and Time
Series Data
Threshold model, panel version of Hylleberg et al. (1990) <DOI:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang (2002) <DOI:10.1016/S0304-4076(02)00095-7>.

Threshold Model and Unit Root Tests in Cross-Section and Time
Series Data

Positive-Definite Wavelet-Based Multivariate Spectral Analysis
person("Joris", "Chau", email = "j.chau@uclouvain.be", role = c("aut", "cre"))
Implementation of wavelet-based multivariate spectral density estimation and clustering methods in the Riemannian manifold of Hermitian and positive-definite matrices.

An Analysis Toolbox for Hermitian Positive Definite Matrices
An implementation of data analysis tools for samples of symmetric or
Hermitian positive definite matrices, such as collections of covariance matrices
or spectral density matrices. The tools in this package can be used to perform (i)
manifold wavelet regression and clustering for curves of Hermitian positive definite
matrices, and (ii) exploratory data analysis and inference for samples of (curves of)
Hermitian positive definite matrices by means of manifold data depth and manifold
rank-based hypothesis tests.
astsa, multitaper, Rcpp, ddalpha, shapes