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Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python

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New Boost versions cut their unnecessary dependencies, and this has to be reflected in the client software. PS. @olmallet81 I have more contributions, if you're interested.

Hi, I installed armadillo, and make lib use: make (without any link param) but the so file i complied out is not good. when i link it, it comes out:...

After: make USE_OPENMP=1 USE_BLAZE=1 USE_BLAS=1 python setup.py build_ext --inplace --force ... adf.csv is saved from Example2.cpp Example2.cpp `...` `urt::Vector data = urt::wiener_process(nobs);` `urt::WriteToCSV("adf.csv", data);` `...` Python code: `adf = pd.read_csv('adf.csv',...

Is there instructions on how to install this on windows? or is it linux only?

I find out that shared_ptr is defined in under my environment: - os:ubuntu16.04.4 4.13.0-31-generic - compiler: gcc 5.4.0, default configuration So I add > #include \ in the file include/URT.hpp....

Hi~Thanks for your brilliant work! Can you giv eme some advice on how to use this module in java Or is there an available version in Java like this? I...

My first version of URT was using std::make_unique only available in C++ 14, the last version is no longer using it but instead std::make_shared available in C++ 11, makefile for...

![screenshot from 2016-12-16 17-10-54](https://cloud.githubusercontent.com/assets/20603093/21269345/b6abd474-c3b2-11e6-8247-d43163a11b39.png) ![graphs1](https://cloud.githubusercontent.com/assets/20603093/21899692/10af315a-d8e9-11e6-85aa-c9df2df4c2a7.png) ![graphs2](https://cloud.githubusercontent.com/assets/20603093/21899694/15542800-d8e9-11e6-801b-009ef5279135.png) ![graphs3](https://cloud.githubusercontent.com/assets/20603093/21984017/d9dc79fc-dbeb-11e6-8632-d4a97ac83a3f.png) ![graphs4](https://cloud.githubusercontent.com/assets/20603093/21982608/142dcdce-dbe5-11e6-9c2a-26fb6c4e8a75.png) ![tab1](https://cloud.githubusercontent.com/assets/20603093/21994520/06dabd8e-dc18-11e6-956a-ec74b10e3b6f.png) ![tab2](https://cloud.githubusercontent.com/assets/20603093/21994747/3bf57fa8-dc19-11e6-823d-192352f90ff1.png) ![tab3](https://cloud.githubusercontent.com/assets/20603093/21994748/3c0bb7b4-dc19-11e6-9e93-f9c53dd0f80a.png)

In the `Observations` section of README.md, it is stated that: > As expected Armadillo with internal BLAS/LAPACK wrappers performance is pretty poor. This is incorrect, as the meaning of the...