DESCRIPTION

Package: gmwm
Type: Package
Title: Generalized Method of Wavelet Moments
Version: 3.0.0
Date: 2020-01-19
Authors@R: c(
    person("James", "Balamuta", , "james.balamuta@gmail.com", c("aut", "cph")),
    person("Stephane", "Guerrier", , "stef.guerrier@gmail.com", c("aut","cre","cph")),
    person("Roberto", "Molinari", , "roberto.molinari@hotmail.it", c("aut", "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 standard time series and certain state-space models. Furthermore, there exists a robust
    implementation of GMWM, which allows the robust estimation of various state-space
    models and ARIMA models. Lastly, the package allows to easily
    generate complex time series data, perform different wavelet decompositions, and
    visualizations.
License: AGPL-3
Maintainer: Stephane Guerrier <stef.guerrier@gmail.com>
Depends: 
    R (>= 3.3),
    ggplot2 (>= 2.1.0)
Imports: 
    Rcpp (>= 0.12.7),
    scales,
    grid,
    reshape2,
    utils,
    stats,
    methods,
    graphics,
    grDevices
LinkingTo: 
    Rcpp,
    RcppArmadillo
Suggests: 
    testthat,
    knitr,
    rmarkdown,
    imudata (>= 2.0.0)
RoxygenNote: 6.1.1
VignetteBuilder: knitr
SystemRequirements: C++11