Package: forecastSNSTS
Title: Forecasting for Stationary and Non-Stationary Time Series
Version: 1.1-0
Authors@R: c(person("Tobias", "Kley", email = "t.kley@lse.ac.uk", role = c("aut", "cre")),
             person("Philip", "Preuss", email = "philip.preuss@rub.de", role = c("aut")),
             person("Piotr", "Fryzlewicz", email = "p.fryzlewicz@lse.ac.uk", role = c("aut")))
Description: Methods to compute linear h-step ahead prediction coefficients based
    on localised and iterated Yule-Walker estimates and empirical mean squared
    prediction errors for the resulting predictors. Also, functions to compute
    autocovariances for AR(p) processes, to simulate tvARMA(p,q) time series,
    and to verify an assumption from a paper by the authors.
Depends: R (>= 3.2.3)
License: GPL (>= 2)
URL: http://github.com/tobiaskley/forecastSNSTS
BugReports: http://github.com/tobiaskley/forecastSNSTS/issues
Encoding: UTF-8
LazyData: true
LinkingTo: Rcpp
Imports: Rcpp
Collate: 'RcppExports.R' 'acfARp.R' 'f.R' 'forecastSNSTS-package.R'
        'models.R' 'mspe.R'
RoxygenNote: 5.0.1
Suggests: testthat
NeedsCompilation: yes
Packaged: 2016-11-16 17:47:02 UTC; kley
Author: Tobias Kley [aut, cre],
  Philip Preuss [aut],
  Piotr Fryzlewicz [aut]
Maintainer: Tobias Kley <t.kley@lse.ac.uk>
Repository: CRAN
Date/Publication: 2016-11-17 18:07:28
