Package: gmwm
Type: Package
Title: Generalized Method of Wavelet Moments
Version: 1.0.0
Date: 2015-11-06
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: ggplot2
Imports: Rcpp (>= 0.11.3), scales, grid, reshape2, gridExtra, devtools,
        utils, stats, methods, graphics, grDevices
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat
RoxygenNote: 5.0.0
NeedsCompilation: yes
Packaged: 2015-11-06 07:36:51 UTC; james
Author: James Balamuta [aut, cph],
  Stephane Guerrier [ctb, cre, cph],
  Roberto Molinari [ctb, cph],
  Wenchao Yang [ctb]
Repository: CRAN
Date/Publication: 2015-11-06 09:49:08
