| Name : R-IndGenErrors
| |
| Version : 0.1.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:50:40
|
| Group : Development/Libraries/Other
| Source RPM : R-IndGenErrors-0.1.4-lp153.1.5.src.rpm
|
| Size : 0.19 MB
| |
| Packager : (none)
| |
| Summary : Tests of Independence Between Innovations of Generalized Error Models
|
Description :
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
