Package: dbacf 0.2.8

Inder Tecuapetla-Gómez

dbacf: Autocovariance Estimation via Difference-Based Methods

Provides methods for (auto)covariance/correlation function estimation in change point regression with stationary errors circumventing the pre-estimation of the underlying signal of the observations. Generic, first-order, (m+1)-gapped, difference-based autocovariance function estimator is based on M. Levine and I. Tecuapetla-Gómez (2023) <doi:10.48550/arXiv.1905.04578>. Bias-reducing, second-order, (m+1)-gapped, difference-based estimator is based on I. Tecuapetla-Gómez and A. Munk (2017) <doi:10.1111/sjos.12256>. Robust autocovariance estimator for change point regression with autoregressive errors is based on S. Chakar et al. (2017) <doi:10.3150/15-BEJ782>. It also includes a general projection-based method for covariance matrix estimation.

Authors:Inder Tecuapetla-Gómez [aut, cre]

dbacf_0.2.8.tar.gz
dbacf_0.2.8.tar.gz(r-4.5-noble)dbacf_0.2.8.tar.gz(r-4.4-noble)
dbacf_0.2.8.tgz(r-4.4-emscripten)dbacf_0.2.8.tgz(r-4.3-emscripten)
dbacf.pdf |dbacf.html
dbacf/json (API)

# Install 'dbacf' in R:
install.packages('dbacf', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 2 scripts 170 downloads 5 exports 2 dependencies

Last updated 1 years agofrom:a54f301114. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 21 2024
R-4.5-linuxOKNov 21 2024

Exports:dbacfdbacf_AR1nearPDToeplitzprojectToeplitzsymBandedToeplitz

Dependencies:latticeMatrix