| Name : R-acfMPeriod
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:05:08
|
| Group : Development/Libraries/Other
| Source RPM : R-acfMPeriod-1.0.0-lp153.2.13.src.rpm
|
| Size : 0.06 MB
| |
| Packager : (none)
| |
| Summary : Robust Estimation of the ACF from the M-Periodogram
|
Description :
Non-robust and robust computations of the sample autocovariance (ACOVF)
and sample autocorrelation functions (ACF) of univariate and
multivariate processes. The methodology consists in reversing the
diagonalization procedure involving the periodogram or the
cross-periodogram and the Fourier transform vectors, and, thus,
obtaining the ACOVF or the ACF as discussed in Fuller (1995)
< doi:10.1002/9780470316917>. The robust version is obtained by fitting
robust M-regressors to obtain the M-periodogram or M-cross-periodogram
as discussed in Reisen et al. (2017) < doi:10.1016/j.jspi.2017.02.008>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
