Package: CommonTrend
Version: 0.7-1
Date: 2011-11-13
Title: Extract and plot common trends from a cointegration system.
Calculate P-value for Johansen Statistics.
Author: Fan Yang
Maintainer: Fan Yang <yfno1@msn.com>
Depends: R (>= 2.10)
Imports: methods,MASS,urca
Description: Directly extract and plot stochastic common trends from
a cointegration system using different approaches, currently
including Kasa (1992) and Gonzalo and Granger (1995).
The approach proposed by Gonzalo and Granger, also known as
Permanent-Transitory Decomposition, is widely used in
macroeconomics and market microstructure literature.
Kasa's approach, on the other hand, has a nice property that it only
uses the super consistent estimator: the cointegration vector
'beta'.
This package also provides functions calculate P-value
from Johansen Statistics according to the approximation method
proposed by Doornik (1998).
Update:
0.7-1: Fix bugs in calculation alpha. Add formulas and more explanations.
0.6-1: Rewrite the description file.
0.5-1: Add functions to calculate P-value from Johansen statistic, and vice versa.
License: GPL (>= 2)
Packaged: 2013-09-05 17:47:36 UTC; yangguodaxia
Repository: CRAN
Date/Publication: 2013-09-05 20:02:29
NeedsCompilation: no

Author: J. Malia Andrus, Timothy Kuehlhorn, Luis F. Rodriguez, Angela D. Kent, and Julie L. Zilles
Maintainer: J. Malia Andrus <jmaliaandrus@gmail.com>
Description: The CommunityCorrelogram package is designed for the geostatistical analysis of ecological community datasets with either a spatial or temporal distance component.

Title: Compare two ROC curves that intersect
Author: Ana C. Braga, with contributions from Hugo Frade
Maintainer: Ana C. Braga <acb@dps.uminho.pt>
Description: Package that allow you to compare two ROC curves
throughout the methodology propose by Ana C. Braga
Packaged: 2013-05-19 22:04:20 UTC; hugofrade

Title: Compare Two ROC Curves that Intersect
Author: Ana C. Braga with contributions from Hugo Frade, Sara Carvalho and Andre M. Santiago
Maintainer: Ana C. Braga <acb@dps.uminho.pt>; Andre M. Santiago <andreportugalsantiago@gmail.com>
Description: Comparison of two ROC curves through the methodology proposed by Ana C. Braga.