Title: Partitioning Using Deletion, Substitution, and Addition Moves
Description: A novel tool for generating a piecewise
Packaged: 2015-02-18 23:14:51 UTC; molinaroa

Packaged: 2017-01-04 18:44:19 UTC; annettemolinaro

Description: Partitioning the R2 of GLMMs into variation explained by each
predictor and combination of predictors using semi-partial (part) R2 and
inclusive R2. Methods are based on the R2 for GLMMs described in
Nakagawa, Johnson & Schielzeth (2017) <doi:10.1098/rsif.2017.0213>.
Imports: methods, stats, lme4 (>= 1.1-21), pbapply (>= 1.4-2), dplyr
Suggests: testthat, future, furrr, knitr, rmarkdown, patchwork, covr

Description: A time series is said to be partially autoregressive if it can be represented as a sum of a random walk and an autoregressive sequence without unit roots. This package fits partially autoregressive time series, where the autoregressive  component is AR(1).  This may be of use in modeling certain financial time series.
Imports: Rcpp (>= 0.11.2), zoo, parallel, ggplot2, MASS, tseries,
Packaged: 2017-04-17 03:46:37 UTC; matthewclegg

Packaged: 2018-03-04 00:15:20 UTC; matthewclegg

Description: Fits time series models which consist of a sum of a permanent and a transient component.
Imports: Rcpp (>= 0.11.2), zoo, parallel, ggplot2, grid, MASS, tseries,
Packaged: 2015-01-28 22:43:42 UTC; matthewclegg

Packaged: 2015-02-03 01:01:19 UTC; matthewclegg

Description: A collection of time series is partially cointegrated if a linear combination of these time series can be found so that the residual spread is partially autoregressive - meaning that it can be represented as a sum of an autoregressive series and a random walk. This concept is useful in modeling certain sets of financial time series and beyond, as it allows for the spread to contain transient and permanent components alike. Partial cointegration has been introduced by Clegg and Krauss (2016) <https://hdl.handle.net/10419/140632>, along with a large-scale empirical application to financial market data. The partialCI package comprises estimation, testing, and simulation routines for partial cointegration models in state space. Clegg et al. (2017) <https://hdl.handle.net/10419/150014> provide an in in-depth discussion of the package functionality as well as illustrating examples in the fields of finance and macroeconomics.
Imports: zoo, parallel, ggplot2, grid, MASS, TTR, data.table, glmnet,