Type: Package
Package: exuber
Title: Econometric Analysis of Explosive Time Series
Version: 1.1.0
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 utilizes the matrix inversion lemma to avoid matrix
        inversion which results in significant speed improvements.
        Simulation of 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 (>= 3.2)
Imports: cli (>= 1.1.0), doRNG (>= 1.8.2), doSNOW (>= 1.0.16), dplyr
        (>= 1.0.0), foreach (>= 1.4.4), generics (>= 0.0.2), ggplot2
        (>= 3.1.1), glue (>= 1.3.1), lubridate (>= 1.7.4), parallel,
        purrr (>= 0.3.2), Rcpp (>= 0.12.17), rlang (>= 0.3.4), tibble
        (>= 3.0.2), tidyr (>= 0.8.3), progress (>= 1.2.2)
Suggests: magrittr (>= 1.5), exuberdata (>= 0.2.0), 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
Additional_repositories: https://kvasilopoulos.github.io/drat
Encoding: UTF-8
Language: en-US
LazyData: true
Roxygen: list(markdown = TRUE, roclets = c("rd", "namespace",
        "collate"))
RoxygenNote: 7.3.1
Config/pak/sysreqs: libicu-dev
Repository: https://kvasilopoulos.r-universe.dev
Date/Publication: 2025-08-31 20:14:35 UTC
RemoteUrl: https://github.com/kvasilopoulos/exuber
RemoteRef: HEAD
RemoteSha: 0e6cf771b854e3045a9fbea9a0ccddd810b30f79
NeedsCompilation: yes
Packaged: 2026-06-11 08:46:59 UTC; root
Author: Kostas Vasilopoulos [cre, aut],
  Efthymios Pavlidis [aut],
  Enrique Martínez-García [aut],
  Simon Spavound [aut]
Maintainer: Kostas Vasilopoulos <k.vasilopoulo@gmail.com>