Package: IndGenErrors 0.1.4
Bruno N Remillard
IndGenErrors: Tests of Independence Between Innovations of Generalized Error Models
Computation of test statistics of independence between (continuous) innovations of time series. They Can be used with stochastic volatility models and Hidden Markov Models (HMM). This improves the results in Duchesne, Ghoudi & Remillard (2012) <doi:10.1002/cjs.11141>.
Authors:
IndGenErrors_0.1.4.tar.gz
IndGenErrors_0.1.4.tar.gz(r-4.5-noble)IndGenErrors_0.1.4.tar.gz(r-4.4-noble)
IndGenErrors_0.1.4.tgz(r-4.4-emscripten)IndGenErrors_0.1.4.tgz(r-4.3-emscripten)
IndGenErrors.pdf |IndGenErrors.html✨
IndGenErrors/json (API)
# Install 'IndGenErrors' in R: |
install.packages('IndGenErrors', 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 1 years agofrom:3f0085062a. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 12 2024 |
R-4.5-linux-x86_64 | OK | Oct 12 2024 |
Exports:crosscor_2seriescrosscor_3seriesCrossCorrelogramcvm_2seriescvm_3seriesDependogram
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr