Type: Package
Package: exuber
Title: Econometric Analysis of Explosive Time Series
Version: 2.0.0
Authors@R: 
    c(person(given = "Kostas", 
             family = "Vasilopoulos",
             role = c("cre", "aut"),
             email = "k.vasilopoulo@gmail.com"),
     person(given = "Efthymios", 
            family = "Pavlidis", 
             role = "aut", 
             email = "e.pavlidis@lancaster.ac.uk"),
     person(given = "Enrique",
            family = "Mart\u00EDnez-Garc\u00EDa",
            role = "aut",
            email = "emg.economics@gmail.com"),
     person(given = "Simon", 
            family = "Spavound", 
            role = "aut", 
            email = "simon.spavound@googlemail.com")
     )
Description: Testing for and dating periods of explosive dynamics
        (exuberance) in time series using the univariate and panel
        recursive unit root tests proposed by Phillips et al. (2015)
        <doi:10.1111/iere.12132> and Pavlidis et al. (2016)
        <doi:10.1007/s11146-015-9531-2>. The recursive least-squares
        algorithm uses the matrix inversion lemma, so no matrix has to
        be inverted at each step, which makes the tests much faster to
        compute. The package also simulates a variety of periodically
        collapsing bubble processes. Details can be found in
        Vasilopoulos et al. (2022) <doi:10.18637/jss.v103.i10>.
License: GPL-3
URL: https://kvasilopoulos.github.io/exuber/,
        https://github.com/kvasilopoulos/exuber
BugReports: https://github.com/kvasilopoulos/exuber/issues
Depends: R (>= 4.0)
Imports: cli (>= 1.1.0), doFuture (>= 1.0.0), dplyr (>= 1.1.1), foreach
        (>= 1.4.4), future (>= 1.33.0), generics (>= 0.0.2), ggplot2
        (>= 3.4.0), glue (>= 1.3.1), lifecycle, lubridate (>= 1.7.4),
        parallel, progressr (>= 0.14.0), purrr (>= 0.3.2), quantreg (>=
        5.9), Rcpp (>= 0.12.17), rlang (>= 0.3.4), tibble (>= 3.0.2),
        tidyr (>= 0.8.3)
Suggests: curl, magrittr (>= 1.5), pkgload, forcats (>= 0.5.0),
        gridExtra (>= 2.3), knitr (>= 1.22), rmarkdown (>= 1.12),
        spelling (>= 2.1), stringr (>= 1.4.0), testthat (>= 2.1.1),
        withr (>= 2.1.2)
LinkingTo: Rcpp (>= 1.0.1), RcppArmadillo (>= 0.9.400.2.0)
VignetteBuilder: knitr
Config/exuber/exubercore-version: v0.3.1
Encoding: UTF-8
Language: en-US
LazyData: true
Roxygen: list(markdown = TRUE, roclets = c("rd", "namespace",
        "collate"))
Config/roxygen2/version: 8.1.0
Config/pak/sysreqs: libicu-dev
Repository: https://kvasilopoulos.r-universe.dev
Date/Publication: 2026-10-06 13:48:59 UTC
RemoteUrl: https://github.com/kvasilopoulos/exuber
RemoteRef: HEAD
RemoteSha: d92157b390b735a825202745480320b8e6c083b5
NeedsCompilation: yes
Packaged: 2026-10-07 08:56:27 UTC; root
Author: Kostas Vasilopoulos [cre, aut],
  Efthymios Pavlidis [aut],
  Enrique Martínez-García [aut],
  Simon Spavound [aut]
Maintainer: Kostas Vasilopoulos <k.vasilopoulo@gmail.com>