DESCRIPTION

Package: MDFA
Type: Package
Title: Signalextraction and Forecasting Based on the Multivariate Direct Filter Approach (MDFA)
Version: 0.1.0
Authors@R: person("Marc","Wildi",email="marcadolfrudolf.wildi@gmail.com",role=c("aut","cre"))
Maintainer: Who to complain to <yourfault@somewhere.net>
Description: The MDFA package generalizes classic time series approaches to forecasting and signal extraction. It allows the user to specify research priorities by decomposing the classic mean-square criterion into Accuracy, Smoothness and Timeliness terms: ATS-Trilemma. It gives access to novel regularization features for tackling overfitting. An extension to mixed-frequency data is provided as well as formal treatment of non-stationarity (unit-roots, cointegration). 
License: GPL-2
LazyData: TRUE
RoxygenNote: 6.0.1
Suggests: knitr,
    rmarkdown
VignetteBuilder: knitr