Package: AutoregressionMDE 1.0
Jiwoong Kim
AutoregressionMDE: Minimum Distance Estimation in Autoregressive Model
Consider autoregressive model of order p where the distribution function of innovation is unknown, but innovations are independent and symmetrically distributed. The package contains a function named ARMDE which takes X (vector of n observations) and p (order of the model) as input argument and returns minimum distance estimator of the parameters in the model.
Authors:
AutoregressionMDE_1.0.tar.gz
AutoregressionMDE_1.0.tar.gz(r-4.5-noble)AutoregressionMDE_1.0.tar.gz(r-4.4-noble)
AutoregressionMDE_1.0.tgz(r-4.4-emscripten)AutoregressionMDE_1.0.tgz(r-4.3-emscripten)
AutoregressionMDE.pdf |AutoregressionMDE.html✨
AutoregressionMDE/json (API)
| # Install 'AutoregressionMDE' in R: |
| install.packages('AutoregressionMDE', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 years agofrom:7aac22f34c. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 06 2024 |
| R-4.5-linux | OK | Nov 06 2024 |
Exports:ARMDE
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Performs minimum distance estimation in autoregressive model | ARMDE |