DESCRIPTION

Package: mlfinance
Type: Package
Title: Machine learning in finance
Version: 0.0.1
Author: c(
    person("Mislav", "Sagovac", email = "mislav.sagovac@contentio.biz", role = c("cre","aut")))
Maintainer: Mislav Sagovac <mislav.sagovac@contentio.biz>
Description: The package provides usefull functions for applying ML in finance.
    For now, it only containss triple barrier labeling.
License: GPL-3
URL: https://github.com/MislavSag/mlfinance
BugReports: https://github.com/MislavSag/mlfinance/issues
Depends:
    R (>= 3.5.0)
Imports:
    data.table,
    checkmate (>= 2.0.0),
    lubridate,
    slider,
    future.apply (>= 1.5.0),
    eventstudies,
    TTR,
    roll,
    RollingWindow,
    QuantTools,
    forecast,
    doParallel,
    runner,
    theft,
    exuber,
    zoo,
    parallel,
    GAS,
    backCUSUM,
    ptsuite,
    reticulate,
    Rcpp
Suggests:
    knitr,
    rmarkdown,
    testthat (>= 3.0.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
VignetteBuilder: knitr
Config/testthat/edition: 3