Imports: doParallel, foreach, stringr, tidyr, Matrix, genlasso, purrr

Title: Spillover Index Based on VAR Modelling
Description: A user-friendly tool for estimating both total and directional volatility spillovers based on Diebold and Yilmaz (2009, 2012). It also provides the user with rolling estimation for total and net indices. User can find both orthogonalized and generalized versions for each kind of measures. See Diebold and Yilmaz (2009, 2012) find them at  <doi:10.1111/j.1468-0297.2008.02208.x> and <doi:10.1016/j.ijforecast.2011.02.006>.
Depends: R (>= 3.5.0), vars, zoo, fastSOM

Title: Spillover/Connectedness Index Based on VAR Modelling
Description: A user-friendly tool for estimating both total and directional connectedness spillovers based on Diebold and Yilmaz (2009, 2012). It also provides the user with rolling estimation for total and net indices. User can find both orthogonalized and generalized versions for each kind of measures. See Diebold and Yilmaz (2009, 2012) find them at  <doi:10.1111/j.1468-0297.2008.02208.x> and <doi:10.1016/j.ijforecast.2011.02.006>.
Imports: dplyr, ggplot2, fastSOM, tidyr, zoo
Packaged: 2022-10-14 15:19:16 UTC; Jilber Urbina

Title: Functional Data Analysis using Splines and Orthogonal Spline
Authors@R: c(person("Xijia", "Liu", role = "aut",email = "xijia.liu@umu.se"), person("Krzysztof", "Podgorski", role = c("aut","cre","cph"), email = "Krzysztof.Podgorski@stat.lu.se",) )
Description: Splines are efficiently represented through their Taylor expansion at the knots. The representation accounts for the support sets and is thus suitable for sparse functional data. The B-splines and orthogonal bases of splines that reside on small total support are implemented. The orthogonal bases and are utilized for functional data analysis. Random spline generator is implemented as well as all fundamental algebraic and calculus operations on splines. The optimal, in the least square sense, functional fit to data consisting of sampled values of functions as well as splines build over another set of knots is obtained. Podgórski, K. (2021)  <arXiv:2102.00733>.