Package: gmwm
Type: Package
Title: Generalized Method of Wavelet Moments
Version: 2.0.0
Date: 2016-02-09
Authors@R: c(
    person("James", "Balamuta", , "james.balamuta@gmail.com", c("aut", "cph")),
    person("Stephane", "Guerrier", , "stephane@illinois.edu", c("ctb","cre","cph")),
    person("Roberto", "Molinari", , "roberto.molinari@unige.ch", c("ctb", "cph")),
    person("Wenchao", "Yang", , "wyang40@illinois.edu", c("ctb"))
    )
URL: https://github.com/SMAC-Group/gmwm
BugReports: https://github.com/SMAC-Group/gmwm/issues
Description: Generalized Method of Wavelet Moments (GMWM) is an estimation
    technique for the parameters of time series models. It uses the wavelet variance
    in a moment matching approach that makes it particularly suitable for the
    estimation of certain state-space models. Furthermore, there exists a robust
    implementation of GMWM, which allows the robust estimation of some state-space
    models and ARIMA models. Lastly, the package provides the ability to quickly
    generate time series data, perform different wavelet decompositions, and
    visualizations.
License: CC BY-NC-SA 4.0
Maintainer: Stephane Guerrier <stephane@illinois.edu>
Depends: R (>= 3.2), ggplot2
Imports: Rcpp (>= 0.12.2), scales, grid, reshape2, utils, stats,
        methods, graphics, grDevices
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, knitr, rmarkdown, imudata
Additional_repositories: http://smac-group.com/datarepo
RoxygenNote: 5.0.1
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2016-02-10 02:35:10 UTC; james
Author: James Balamuta [aut, cph],
  Stephane Guerrier [ctb, cre, cph],
  Roberto Molinari [ctb, cph],
  Wenchao Yang [ctb]
Repository: CRAN
Date/Publication: 2016-02-10 09:11:13
