DESCRIPTION

Package: LeastFracDiff
Type: Package
Title: Grid Search for the Least Fractional Differenciation Order
Version: 0.0.1
Author: Luis Damiano <damiano.luis@gmail.com>
Maintainer: Luis Damiano <damiano.luis@gmail.com>
Description: Minimal tools for approximating the least fractional difference order that transforms a time series into a stationary one, as suggested by de Prado (2018).
License: GPL (>=3)
Copyright: (c) 2018
Encoding: UTF-8
LazyData: true
Depends:
    R (>= 3.0.0)
Imports:
    fracdiff,
    tseries,
    xts,
    zoo
Suggests:
    knitr,
    quantmod,
    rmarkdown,
    roxygen2
VignetteBuilder: knitr
URL: https://github.com/luisdamiano/LeastFracDiff/
BugReports: https://github.com/luisdamiano/LeastFracDiff/issues
RoxygenNote: 6.0.1