Collection of R functions for time series analysis
To install use:
if (!require("devtools")){install.packages("devtools")}
devtools::install_github("trnnick/TStools")
The package now depends on Rcpp and RcppArmadillo, which will be installed automatically.
However Mac OS users may need to install gfortran libraries in order to use Rcpp. Follow the link for the instructions: http://www.thecoatlessprofessor.com/programming/rcpp-rcpparmadillo-and-os-x-mavericks-lgfortran-and-lquadmath-error/