QPBoot: Model Validation using Quantile Spectral Analysis and Parametric Bootstrap

Provides functionality for model validation by computing a parametric bootstrap and comparing the Quantile Spectral Densities.

Version: 0.2
Depends: R (≥ 3.0.0), quantspec
Imports: stats4, utils, methods, abind, rugarch
Published: 2017-06-01
Author: Stefan Birr [aut, cre]
Maintainer: Stefan Birr <stefan.birr at ruhr-uni-bochum.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README
CRAN checks: QPBoot results

Downloads:

Reference manual: QPBoot.pdf
Package source: QPBoot_0.2.tar.gz
Windows binaries: r-devel: QPBoot_0.2.zip, r-release: QPBoot_0.2.zip, r-oldrel: QPBoot_0.2.zip
OS X binaries: r-release: QPBoot_0.2.tgz, r-oldrel: not available

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