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1.0 by Doug Martin, 6 months ago

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https://github.com/robustport/facmodTS

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Browse source code at https://github.com/cran/facmodTS

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Authors: Doug Martin [cre, aut] , Eric Zivot [aut] , Sangeetha Srinivasan [aut] , Avinash Acharya [ctb] , Yi-An Chen [ctb] , Kirk Li [ctb] , Lingjie Yi [ctb] , Justin Shea [ctb] , Mido Shammaa [ctb] , Jon Spinney [ctb]

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Documentation:   PDF Manual  

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GPL-2 license

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Imports boot, data.table, lars, lattice, leaps, PerformanceAnalytics, PortfolioAnalytics, R.cache, corpcor, methods, quadprog, RobStatTM, robustbase, sandwich, sn, xts, zoo

Suggests corrplot, HH, lmtest, R.rsp, rugarch, strucchange, tinytest

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See at CRAN