################################# *Note by Georgi:* The package needs to be build with R CMD build FinTS --resave-data Otherwise, 'R CMD check' gives warning suggesting to do exactly that. Once the package is built with '--resave-data' R inserts a dependency on R (>= 2.10), but this shouldn't be a problem. ################################# The follow describes how different packages are used. DEPENDS: zoo: Many data objects are of class 'zoo'. This is used extensively in 'FinTS'. fUtilities: 'skewness' and 'kurtosis' are called from 'FinTS.stats'. The 'fUtilities' skewness and kurtosis functions are generic and try to do more things but contain bugs. However, 'fUtilities' is required by 'fUnitRoots'. Therefore, it is used for 'skewness' and 'kurtosis' also to reduce 'DEPENDS'. chron: component 'date.time' in 'ibm' used in chapter 5 is of class 'chron'. polynom: 'solve.polynomial' is used by 'plotArmaTrueacf' to find complex conjugates. fUnitRoots: Function 'adfTest' is used by 'Unitroot'. SUGGESTS: moments: Used in 'ch01.R'. distEx: Used in 'ch01.R'. tseries: Used in 'ch02.R'. urca: Used in 'ch02.R'. uroot: Used in 'ch02.R'. fCalendar: 'holidaysNYSE' is used in 'scripts\create-ch08.R', '*-ch10.R' and '*-ch11.R'. lmtest: 'coeftest' used in 'ch02.R' sandwich: 'vcovHC' used in 'ch02.R' ################################## ## ## Previous 'DEPENDS' and 'SUGGESTS' ## removed as apparently no longer needed. ## ################################## PREVIOUS DEPENDS: e1071: Was used for 'skewness' and 'kurtosis' in 'FinTS.stats'. However, these functions are masked by functions of the same names in 'fUtilities', which is required by 'fUnitRoots'. Since 'fUtilities' is loaded anyway, I chanded 'DEPENDS' to use that instead. I Therefore, it's not clear if this is even needed. PREVIOUS SUGGESTS: logSpline: At one time, this was used in one of the scripts files. However, I can't find it now, and I may have deleted it. ##############################