| Name : R-arima2
| |
| Version : 3.3.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.1
| Date : 2024-09-10 05:33:31
|
| Group : Development/Libraries/Other
| Source RPM : R-arima2-3.3.0-lp153.1.1.src.rpm
|
| Size : 0.22 MB
| |
| Packager : (none)
| |
| Summary : Likelihood Based Inference for ARIMA Modeling
|
Description :
Estimating and analyzing auto regressive integrated moving average
(ARIMA) models. The primary function in this package is arima(), which
fits an ARIMA model to univariate time series data using a random
restart algorithm. This approach frequently leads to models that have
model likelihood greater than or equal to that of the likelihood
obtained by fitting the same model using the arima() function from the
\'stats\' package. This package enables proper optimization of model
likelihoods, which is a necessary condition for performing likelihood
ratio tests. This package relies heavily on the source code of the
arima() function of the \'stats\' package. For more information, please
see Jesse Wheeler and Edward L. Ionides (2023)
< doi:10.48550/arXiv.2310.01198>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
