Package: dbacf
Version: 0.2.8
Date: 2023-06-27
Title: Autocovariance Estimation via Difference-Based Methods
Authors@R: person("Inder", "Tecuapetla-Gómez", 
  email = "itecuapetla@conabio.gob.mx",
  role = c("aut", "cre"))
Author: Inder Tecuapetla-Gómez [aut, cre]
Maintainer: Inder Tecuapetla-Gómez <itecuapetla@conabio.gob.mx>
Description: 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.
License: GPL (>= 2)
Encoding: UTF-8
Imports: Matrix
Depends: R (>= 2.15.3)
NeedsCompilation: no
Packaged: 2026-09-27 07:37:29 UTC; root
RoxygenNote: 7.2.0
Repository: https://cran.r-universe.dev
Date/Publication: 2023-06-29 13:30:16 UTC
RemoteUrl: https://github.com/cran/dbacf
RemoteRef: HEAD
RemoteSha: a54f301114c966acd26200ebf7a327d8cd94e9a4