DESCRIPTION

Package: JumpTest
Title: Financial Jump Detection
Version: 0.0.1
Authors@R: c(person("Kaiqiao", "Li", email = "kaiqiao.li@stonybrook.edu", role = c("aut", "cre")),
      person("Pei Fen", "Kuan", role = "aut"),
      person("Kan", "He", role = "ctb"),
      person("Lizhou", "Nie", role = "ctb"),
      person("Wei", "Zhu", role="ctb"))
Description: A fast simulation on stochastic volatility model, with jump tests, p-values pooling, and FDR adjustments.
Depends: R (>= 3.4.0), MASS,
Imports: Rcpp (>= 0.12.10), methods, stats
LinkingTo: Rcpp, RcppEigen
License: MIT + file LICENSE
LazyData: true
RoxygenNote: 6.0.1
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2017-06-23 00:54:58 UTC; Kaiqiao
Author: Kaiqiao Li [aut, cre],
  Pei Fen Kuan [aut],
  Kan He [ctb],
  Lizhou Nie [ctb],
  Wei Zhu [ctb]
Maintainer: Kaiqiao Li <kaiqiao.li@stonybrook.edu>