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-4.7-any)AutoregressionMDE_1.0.tar.gz(r-4.6-any)
AutoregressionMDE_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:7aac22f34c. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 124 | ||
| source / vignettes | OK | 127 | ||
| linux-release-x86_64 | OK | 95 | ||
| wasm-release | OK | 86 |
Exports:ARMDE
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Performs minimum distance estimation in autoregressive model | ARMDE |