Commit 4c972e39 authored by Jason Rhinelander's avatar Jason Rhinelander

Updated copyright/requirements/license info

parent 2e51b3d9
......@@ -2,15 +2,21 @@
## Description
This is a library to calculate p-values and critical values for tests of
fractional unit roots and cointegration.
This is a library and pair of command-line programs to calculate p-values and
critical values for tests of fractional unit roots and cointegration.
This program is modelled on that described in James G. MacKinnon and Morten
Ørregaard Nielsen, "Numerical Distribution Functions of Fractional Unit Root
and Cointegration Tests," *Journal of Applied Econometrics*, Vol. 29, No. 1,
2014, pp.161-171. The data in this repository is exactly that from the data
archive associated with the paper,
http://qed.econ.queensu.ca/jae/datasets/mackinnon004/
2014, pp.161-171. The data from the data archive associated with the paper,
http://qed.econ.queensu.ca/jae/datasets/mackinnon004/, is automatically
downloaded when compiling this software.
The latest version of this library is available at
https://github.com/jagerman/fracdist.
A generated version of the library API (which may be out of date) is available
at https://imaginary.ca/fracdist-api/.
## Requirements
......@@ -22,16 +28,30 @@ It also uses Eigen3 and Boost, but includes copies of these libraries for
systems that do not have them (locally installed versions will be used instead
of the included versions, if found).
## Building
Creating the library API documentation requires a working Doxygen installation.
## License
This program is free software: you can redistribute it and/or modify it under
the terms of the GNU General Public License as published by the Free Software
Foundation, either version 3 of the License, or (at your option) any later
version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY
WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A
PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with
this program. If not, see <http://www.gnu.org/licenses/>.
## Compiling
See [BUILDING.md](BUILDING.md).
## Author
Jason Rhinelander <jason@imaginary.ca>
[Jason Rhinelander](Jason Rhinelander) <jason@imaginary.ca>
## Copyright
Jason Rhinelander <jason@imaginary.ca> (application)
James MacKinnon & Morten Ørregaard Nielsen (data files)
© 2014 Jason Rhinelander <jason@imaginary.ca>
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